Pseudo Stahel Donoho Outlyingness based estimates of PCA.
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z0 |
Either a data matrix or the result of a call to |
h |
Number of observation used to compute the univairate outlyingness. Defaults to |
seed |
Seed used to initialize the RNG. Defaults to 1. |
q |
Number of components. Defaults to |
ndir |
Number of projection used to compute the PP outlyngness. |
A list with components:
rawDist: |
Outlyingness index of the data on the raw q-dimensonal subset that initialized H*. |
best: |
the indexes of the members of the H+, the FastHSC subset after the C-steps. |
center: |
the p-vector of column means of the observations with indexes in |
loadings: |
the (rank q) loadings matrix of the observations with indexes in |
eigenvalues: |
the first |
Vakili Kaveh.
Rousseeuw, P. J. (1984), Least Median of Squares Regression, Journal of the American Statistical Association,79,871–880.
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