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robustmatrix (version 0.1.3)

Robust Matrix-Variate Parameter Estimation

Description

Robust covariance estimation for matrix-valued data and data with Kronecker-covariance structure using the Matrix Minimum Covariance Determinant (MMCD) estimators and outlier explanation using and Shapley values.

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Version

Install

install.packages('robustmatrix')

Monthly Downloads

558

Version

0.1.3

License

GPL-3

Maintainer

Marcus Mayrhofer

Last Published

October 17th, 2024

Functions in robustmatrix (0.1.3)

matrixShapley

Outlier explanation based on Shapley values for matrix-variate data
mmle

Maximum Likelihood Estimation for Matrix Normal Distribtuion
mmcd

The Matrix Minimum Covariance Determinant (MMCD) Estimator
rmatnorm

Simulate from a Matrix Normal Distribution
mmd

Matrix Mahalanobis distance
clean_prob_mmcd

Probability of obtaining at least one clean h-subset in the mmcd function.
n_subsets_mmcd

Number of subsets that are required to obtain at least one clean h-subset in the mmcd function with probability prob.
weather

Glacier weather data – Sonnblick observatory
cstep

C-step of Matrix Minimum Covariance Determinant (MMCD) Estimator
darwin

DARWIN (Diagnosis AlzheimeR WIth haNdwriting)