RobStatTM (version 1.0.1)

initPP: Robust multivariate location and scatter estimators

Description

This function computes robust multivariate location and scatter estimators using both random and deterministic starting points.

Usage

initPP(X, muldirand = 20, muldifix = 10, dirmin = 1000)

Arguments

X

a data matrix with observations in rows.

muldirand

used to determine the number of random directions (candidates), which is max(p*muldirand, dirmin), where p is the number of columns in X.

muldifix

used to determine the number of random directions (candidates), which is min(n, 2*muldifix*p).

dirmin

minimum number of random directions

Value

A list with the following components:

idx

A zero/one vector with ones in the positions of the suspected outliers

disma

Robust squared Mahalanobis distances

center

Robust mean estimate

cova

Robust covariance matrix estimate

t

Outlyingness of data points

Details

This function computes robust multivariate location and scatter using both Pen~a-Prieto and random candidates.

References

http://www.wiley.com/go/maronna/robust

Examples

# NOT RUN {
data(bus)
X0 <- as.matrix(bus)
X1 <- X0[,-9]
tmp <- initPP(X1)
round(tmp$cov[1:10, 1:10], 3)
tmp$center

# }