rescale_weights

Given a matrix with values for neighborhood influences the function rescales
the matrix in order to get an appropriate weight matrix used for the function <code>ssMRCD</code>.

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

rescale_weights function

<dl><dt>W</dt>
<dd>weight matrix with diagonals equal to zero and at least one positive entry per row.</dd></dl>

Arguments

Rescale Weight Matrix — rescale_weights

<dl>

<dt>W</dt>
<dd>weight matrix with diagonals equal to zero and at least one positive entry per row.</dd>

</dl>

rescale_weights: Rescale Weight Matrix

Description

Usage

Value

Arguments

See Also

Examples