ICS_ucov: Simple robust estimates of scatter for ICS

In ICSClust: Tandem Clustering with Invariant Coordinate Selection

Simple robust estimates of scatter for ICS

Description

Wrapper functions for the one-step M-estimator of scatter with weights based on Mahalanobis distances as computed by scov(), or the simple related estimator that is based on a transformation as computed by ucov().

Usage

ICS_scov(x, location = TRUE, beta = 0.2)

ICS_ucov(x, location = TRUE, beta = 0.2)

Arguments

x	a numeric matrix or data frame.
location	a logical indicating whether to include the sample mean as location estimate (defaults to TRUE).
beta	a positive numeric value specifying the tuning parameter of the estimator (default to 0.2), see ucov().

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

See Also

ICS()

tcov(), ICS_tcov(), ucov()

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