emve-class: Extended Minimum Volume Ellipsoid (EMVE) in the presence of...

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

Extended Minimum Volume Ellipsoid (EMVE) in the presence of missing data.

Description

Class of Extended Minimum Volume Ellipsoid. It has the superclass of CovRobMissSc.

Objects from the Class

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

Slots

mu

Estimated location. Can be accessed via getLocation.

S

Estimated scatter matrix. Can be accessed via getScatter.

sc

Estimated EMVE scale. Can be accessed via getScale.

pmd

Squared partial Mahalanobis distances. Can be accessed via getDist.

pmd.adj

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

pu

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

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 MVE scale of the best candidate

Author(s)

Andy Leung [e-mail]

See Also

emve, CovRobMissSc-class, CovRobMiss-class

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