FHCSpsdo: Computes the univariate MCD estimator of scatter
In FastHCS: Robust Algorithm for Principal Component Analysis

Description Usage Arguments Value Author(s) References Examples

Pseudo Stahel Donoho Outlyingness based estimates of PCA.

1	FHCSpsdo(z0,h=NULL,seed=1,q=NULL,ndir=1000)

`z0`	Either a data matrix or the result of a call to `FHCSkernelEVD`.
`h`	Number of observation used to compute the univairate outlyingness. Defaults to `[(n+q+1)/2]+1`.
`seed`	Seed used to initialize the RNG. Defaults to 1.
`q`	Number of components. Defaults to `ncol(z0)`.
`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 `best`.
`loadings:`	the (rank q) loadings matrix of the observations with indexes in `best`.
`eigenvalues:`	the first `min(q)` eigenvalues of the observations with indexes in `best`.

Vakili Kaveh.

Rousseeuw, P. J. (1984), Least Median of Squares Regression, Journal of the American Statistical Association,79,871–880.

1 2 3 4	n<-50 p<-10 x<-matrix(rnorm(n*p),nc=p) FHCSpsdo(x)

Loading required package: matrixStats
Loading required package: robustbase

Attaching package: 'robustbase'

The following objects are masked from 'package:matrixStats':

    colMedians, rowMedians

$loadings
             [,1]        [,2]        [,3]        [,4]       [,5]        [,6]
 [1,] -0.32599356 -0.03222835  0.76764696  0.11781725 -0.1357943  0.19626901
 [2,] -0.22866034  0.21584131 -0.10342494 -0.03899283  0.3026273 -0.23463812
 [3,]  0.00407503  0.22592219 -0.36794329 -0.35123902  0.1349252  0.23016936
 [4,] -0.02860658 -0.22611041 -0.25507632  0.39938317  0.2388626  0.30278135
 [5,] -0.24008597  0.56797843 -0.07290507  0.04426362 -0.5373841 -0.21890877
 [6,]  0.14855406  0.34383244  0.10528863 -0.20510133  0.2232630 -0.34983966
 [7,]  0.39948004  0.35401336  0.31632011  0.34908612  0.4978935 -0.12841271
 [8,]  0.41683380  0.24054506  0.20049471 -0.43188532 -0.0857994  0.59162125
 [9,]  0.43589931 -0.45201950  0.12960203 -0.29081125 -0.1983885 -0.47094054
[10,]  0.48739634  0.14791162 -0.16162044  0.51452876 -0.4259941  0.05629917
            [,7]          [,8]        [,9]      [,10]
 [1,]  0.1218146  0.0678848145  0.26956829 -0.3747679
 [2,]  0.7720219  0.1634473450 -0.28267358 -0.1990838
 [3,] -0.1385255 -0.2051329498  0.29264654 -0.6870938
 [4,]  0.3562292 -0.1621691881  0.60335554  0.2398270
 [5,]  0.1216340 -0.4235933830  0.19555569  0.2081199
 [6,] -0.1115587  0.5424078409  0.54308613  0.1809154
 [7,] -0.1150036 -0.4476752310 -0.10594850 -0.0626014
 [8,]  0.3170321  0.0005311426 -0.07998267  0.2781735
 [9,]  0.2973762 -0.2964929804  0.21512992 -0.1433098
[10,]  0.1168198  0.3719397030 -0.02570800 -0.3352886

$center
           [,1]       [,2]       [,3]      [,4]        [,5]       [,6]
[1,] -0.1037073 0.01717952 -0.2357102 0.1566028 0.008411105 -0.1484695
          [,7]         [,8]      [,9]      [,10]
[1,] 0.1485462 -0.009660683 0.3273563 -0.1256154

$eigenvalues
 [1] 1.9881461 1.2174201 0.9708048 0.8981230 0.6404025 0.5325128 0.4342508
 [8] 0.3789122 0.2588298 0.1744696

$rawDist
 [1] 4.319449 3.151136 3.430526 4.969975 4.380606 2.304139 3.747982 2.585066
 [9] 3.891721 5.023483 5.728864 5.651247 4.191741 3.523646 3.999298 5.387860
[17] 7.106039 4.932351 4.544998 6.706941 5.064724 5.778229 3.665178 4.217701
[25] 4.687435 5.372697 6.245772 4.912896 5.991619 4.461621 3.295820 5.374112
[33] 4.479933 6.976959 3.199634 7.014555 4.397395 7.518493 5.085776 5.071970
[41] 4.086284 8.418691 9.365497 2.844602 3.629393 3.311710 4.037383 6.843141
[49] 4.963339 3.621095
attr(,"Csingle")
[1] TRUE

$rank
[1] 10

$best_D
 [1] 50  2  3 46 44  6 35  8 31 14  1 47 13 45 15 41  7  9 24 23 33 37  5 30 10
[26] 25 49 28  4 19 18