ICS_mcd: MCD location and Scatter Estimates for ICS

In ICSClust: Tandem Clustering with Invariant Coordinate Selection

MCD location and Scatter Estimates for ICS

Description

It is a wrapper for the (reweighted) MCD estimators of location and scatter as computed by rrcov::CovMcd().

Usage

ICS_mcd_raw(x, location = FALSE, nsamp = "deterministic", alpha = 0.5, ...)

ICS_mcd_rwt(x, location = FALSE, nsamp = "deterministic", alpha = 0.5, ...)

Arguments

x	a numeric matrix or data frame.
location	a logical indicating whether to include the MCD-estimate of location (defaults to FALSE).
nsamp	number of subsets used for initial estimates or "best", "exact" or "deterministic" (default).
alpha	numeric parameter controlling the size of the subsets over which the determinant is minimized as in rrcov::CovMcd().
...	potential further arguments passed to rrcov::CovMcd().

Details

• ICS_mcd_raw(): computes the raw MCD estimates.

• ICS_mcd_rwt(): computes the reweighted MCD estimates.

Value

An object of class "ICS_scatter" with the following components:

location	if requested, a numeric vector giving the location estimate.
scatter	a numeric matrix giving the estimate of the scatter matrix.
label	a character string providing a label for the scatter matrix.

Author(s)

Andreas Alfons and Aurore Archimbaud

See Also

rrcov::CovMcd()

ICSClust documentation built on Sept. 21, 2023, 5:07 p.m.