clean_prob_mmcd

Probability of obtaining at least one clean h-subset in the <code>mmcd</code> function.

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.

Marcus Mayrhofer

robustmatrix

Robust Matrix-Variate Parameter Estimation

Una Radojičić

Peter Filzmoser

clean_prob_mmcd function

<dl><dt>p</dt>
<dd>number of rows.</dd>
<dt>q</dt>
<dd>number of columns.</dd>
<dt>n_subsets</dt>
<dd>number of elemental h-substs (default is 500).</dd>
<dt>contamination</dt>
<dd>level of contamination (default is 0.5).</dd></dl>

Arguments

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

<dl>

<dt>p</dt>
<dd>number of rows.</dd>


<dt>q</dt>
<dd>number of columns.</dd>


<dt>n_subsets</dt>
<dd>number of elemental h-substs (default is 500).</dd>


<dt>contamination</dt>
<dd>level of contamination (default is 0.5).</dd>

</dl>

clean_prob_mmcd: Probability of obtaining at least one clean h-subset in the `mmcd` function.

Description

Usage

Value

Arguments