GSE-class: Generalized S-Estimator in the presence of missing data

In GSE: Robust Estimation in the Presence of Cellwise and Casewise Contamination and Missing Data

Generalized S-Estimator in the presence of missing data

Description

Class of Generalized S-Estimator. It has the superclass of CovRobMissSc.

Objects from the Class

Objects can be created by calls of the form new("GSE", ...), but the best way of creating GSE objects is a call to the function GSE which serves as a constructor.

Slots

mu

Estimated location. Can be accessed via getLocation.

S

Estimated scatter matrix. Can be accessed via getScatter.

sc

Generalized S-scale (GS-scale). Can be accessed via getScale.

pmd

Square partial Mahalanobis distances. Can be accessed via getDist.

pmd.adj

Adjusted square partial Mahalanobis distances. Can be accessed via getDistAdj.

pu

Dimension of the observed entries for each case. Can be accessed via getDim.

mu0

Estimated initial location.

S0

Estimated initial scatter matrix.

ximp

Input data matrix with missing values imputed using best linear predictor. Not meant to be accessed.

weights

Weights used in the estimation of the location. Not meant to be accessed.

weightsp

First derivative of the weights used in the estimation of the location. Not meant to be accessed.

iter

Number of iterations till convergence. Not meant to be accessed.

eps

relative change of the GS-scale at convergence. Not meant to be accessed.

call

Object of class "language". Not meant to be accessed.

x

Input data matrix. Not meant to be accessed.

p

Column dimension of input data matrix. Not meant to be accessed.

estimator

Character string of the name of the estimator used. Not meant to be accessed.

Extends

Class "CovRobMissSc", directly.

Methods

The following methods are defined with the superclass "CovRobMiss":

show

signature(object = "CovRobMiss"): display the object

summary

signature(object = "CovRobMiss"): calculate summary information

plot

signature(object = "CovRobMiss", cutoff = "numeric"): plot the object. See plot

getDist

signature(object = "CovRobMiss"): return the squared partial Mahalanobis distances

getDistAdj

signature(object = "CovRobMiss"): return the adjusted squared partial Mahalanobis distances

getDim

signature(object = "CovRobMiss"): return the dimension of observed entries for each case

getLocation

signature(object = "CovRobMiss"): return the estimated location vector

getScatter

signature(object = "CovRobMiss", cutoff = "numeric"): return the estimated scatter matrix

getMissing

signature(object = "CovRobMiss"): return the case number(s) with completely missing data, if any

getOutliers

signature(object = "CovRobMiss", cutoff = "numeric"): return the case number(s) adjusted squared distances above (1 - cutoff)th quantile of chi-square p-degrees of freedom.

In addition to above, the following methods are defined with the class "CovRobMissSc":

getScale

signature(object = "CovRobMissSc"): return the GS scale

Author(s)

Andy Leung [e-mail]

See Also

GSE, CovRobMissSc-class, CovRobMiss-class

GSE documentation built on Dec. 28, 2022, 1:31 a.m.