Function RobMxtDEst estimates mixtures of distribution for interval-valued data using robust methods.
# S4 method for IData
RobMxtDEst(Idt, grouping, Mxt=c("Hom","Het"), CovEstMet=c("Pooled","Globdev"),
CovCase=1:4, SelCrit=c("BIC","AIC"), Robcontrol=RobEstControl(),
l1medpar=NULL, …)An IData object representing interval-valued entities.
Factor indicating the group to which each observation belongs to.
Indicates the type of mixing distributions to be considered. Current alternatives are “Hom” (homocedastic) and “Het” (hetereocedasic).
Method used to estimate the common covariance matrix. Alternatives are “Pooled” (default) for a pooled average of the the robust within-groups covariance estimates, and “Globdev” for a global estimate based on all deviations from the groups multivariate l1 medians.
See Todorov and Filzmoser (2009) and pcaPP.l1median for details..
Configuration of the variance-covariance matrix: a set of integers between 1 and 4.
The model selection criterion.
A control object (S4) of class RobEstControl-class containing estimation options - same as these provided in the function specification. If the control object is supplied, the parameters from it will be used. If parameters are passed also in the invocation statement, they will override the corresponding elements of the control object.
List of named arguments to be passed to the function pcaPP.l1median used to find the multivariate l1 medians. Possible components are ‘MaxStep’, ‘ItTol’ and ‘trace’ (see the documentation of pcaPP.l1median for details).
If kept at NULL (default) the defaults of pcaPP.l1median will be used.
Other named arguments.
An object of type IdtMxNDRE, containing the estimation results.
Brito, P., Duarte Silva, A. P. (2012), Modelling Interval Data with Normal and Skew-Normal Distributions. Journal of Applied Statistics 39(1), 3--20.
Hadi, A. S. and Luceno, A. (1997), Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms. Computational Statistics and Data Analysis 25(3), 251--272.
Todorov V. and Filzmoser P. (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software 32(3), 1--47.
, RobEstControl, pcaPP.l1median.