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ssMRCD (version 1.1.0)

Spatially Smoothed MRCD Estimator

Description

Estimation of the Spatially Smoothed Minimum Regularized Determinant (ssMRCD) estimator and its usage in an ssMRCD-based outlier detection method as described in Puchhammer and Filzmoser (2023) and for sparse robust PCA for multi-source data described in Puchhammer, Wilms and Filzmoser (2024) . Included are also complementary visualization and parameter tuning tools.

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Version

Install

install.packages('ssMRCD')

Monthly Downloads

206

Version

1.1.0

License

GPL-3

Maintainer

Patricia Puchhammer

Last Published

August 23rd, 2024

Functions in ssMRCD (1.1.0)

plot.ssMRCD

Plot Method for ssMRCD Object
plot.PCAloc

Plotting method PCAloc object
sparsePCAloc

Calculate Sparse Principle Components
plot_loadings

Plots of loadings of PCAloc object
sparsity_entries

Entry-wise Sparsity in the Loadings
screeplot.PCAloc

Screeplot for PCAloc
restructure_as_list

Restructure Data Matrix as List
scores.SD

Score Distances for PCAloc
summary.ssMRCD

Summary Method for ssMRCD Object
scale_ssMRCD

Scale Data Locally
plot.locOuts

Diagnostic Plots for Local Outlier Detection
sparsity_summary

Entry-wise Sparsity in the Loadings per Group
ssMRCD

Spatially Smoothed MRCD Estimator
residuals.ssMRCD

Extracting Residuals from Local Fit
scores.OD

Orthogonal Distances for PCAloc
select_sparsity

Optimal Sparsity Parameter Selection for PCA
select_smoothing

Optimal Smoothing Parameter for ssMRCD based on Residuals
rescale_weights

Rescale Weight Matrix
time_weights

Band weight matrix for time series groupings
summary.PCAloc

Summary method for PCAloc
summary.locOuts

Summary of Local Outlier Detection
weatherHoheWarte

Vienna Weather Time Series (1960-2023)
weatherAUT2021

Austrian Weather Data 2021
scores

Calculate Scores for local sparse PCA
parameter_tuning

Optimal Smoothing Parameter for ssMRCD based on Local Outliers
align_PC

Align Loadings of Principal Components
biplot.PCAloc

Biplot for PCAloc
explained_var

Explained Variance summarized over Groups
objective_matrix

Calculation of Objective Function
eval_objective

Objective function value for local sparse PCA
groups_gridbased

Creates Grid-Based Neighborhood Structure
local_outliers_ssMRCD

Local Outlier Detection Technique based on ssMRCD
contamination_random

Contamination Through Swapping
geo_weights

Inverse Geographic Weight Matrix
plot_score_distances

Distance-distance plot of scores of PCA
plot_scores

Plots of score distribution
sparsity_group

Group-wise Sparsity in the Loadings
sparsity_mixed

Mixed Sparsity of the Loadings