cellWeightsMCD: Compute per-cell weights using MCD-based conditional...

In VIM: Visualization and Imputation of Missing Values

Compute per-cell weights using MCD-based conditional residuals

Description

For each continuous cell (i,j), computes the conditional expectation E(x_{ij} | x_{i,-j}) under a robust Gaussian model (estimated via MCD), standardizes the residual, and applies a weight function. This captures multivariate outlier structure that univariate standardization misses.

Usage

cellWeightsMCD(X, method = "tukey", alpha = NULL)

Arguments

X	a data frame or matrix of dimension n x p (continuous columns only)
method	weight function: "tukey" or "huber", Default: "tukey"
alpha	tuning constant. If NULL, defaults to 4.685 for Tukey and 1.345 for Huber.

Value

an n x p numeric matrix of weights in [0, 1]

Author(s)

Matthias Templ

VIM documentation built on Sept. 2, 2026, 5:07 p.m.