Computes the multivariate L1 median (also called spatial median) of a data matrix.
l1median(X, MaxStep = 200, ItTol = 10^-8, trace = 0, m.init = .colMedians (X))returns the vector of the coordinates of the L1 median.
A matrix containing the values whose multivariate L1 median is to be computed.
The maximum number of iterations.
Tolerance for convergence of the algorithm.
The tracing level.
An initial estimate.
Heinrich Fritz, Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
C. Croux, P. Filzmoser, M. Oliveira, (2007). Algorithms for Projection-Pursuit Robust Principal Component Analysis, Chemometrics and Intelligent Laboratory Systems, Vol. 87, pp. 218-225.
l1median(rnorm(100), trace = -1) # this returns the median of the sample
# multivariate data with outliers
library(mvtnorm)
x <- rbind(rmvnorm(200, rep(0, 4), diag(c(1, 1, 2, 2))),
rmvnorm( 50, rep(3, 4), diag(rep(2, 4))))
l1median(x, trace = -1)
# compare with coordinate-wise median:
apply(x,2,median)
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