objective_matrix

Calculation of the value of the objective function for the <code>ssMRCD</code> for a given list of matrices,
lambda and a weighting matrix according to formula (3) in Puchhammer and Filzmoser (2023).

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) <doi:10.1080/10618600.2023.2277875> and for sparse robust PCA for multi-source data described in Puchhammer, Wilms and Filzmoser (2024) <doi:10.48550/arXiv.2407.16299>. Included are also complementary visualization and parameter tuning tools.

Patricia Puchhammer

ssMRCD

Spatially Smoothed MRCD Estimator

Peter Filzmoser

objective_matrix function

<dl><dt>matrix_list</dt>
<dd>a list of matrices \(K_i\)</dd>
<dt>lambda</dt>
<dd>scalar smoothing parameter</dd>
<dt>weights</dt>
<dd>matrix of weights</dd></dl>

Arguments

Calculation of Objective Function — objective_matrix

<dl>

<dt>matrix_list</dt>
<dd>a list of matrices \(K_i\)</dd>


<dt>lambda</dt>
<dd>scalar smoothing parameter</dd>


<dt>weights</dt>
<dd>matrix of weights</dd>

</dl>

objective_matrix: Calculation of Objective Function

Description

Usage

Value

Arguments

References

Examples