frobenius_norm_robust: Robust Frobenius norm
In adamethods: Archetypoid Algorithms and Anomaly Detection
Description
Usage
Arguments
Details
Value
Author(s)
References
Examples
View source: R/frobenius_norm_robust.R
Description
Computes the robust Frobenius norm.
Usage
1
frobenius_norm_robust(m, prob)
Arguments
m
Data matrix with the residuals. This matrix has
the same dimensions as the original data matrix.
prob
Probability with values in [0,1].
Details
Residuals are vectors. If there are p variables (columns),
for every observation there is a residual that there is
a p-dimensional vector. If there are n observations, the
residuals are an n times p matrix.
Value
Real number.
Author(s)
Irene Epifanio
References
Moliner, J. and Epifanio, I., Robust multivariate and functional archetypal analysis
with application to financial time series analysis, 2019.
Physica A: Statistical Mechanics and its Applications 519, 195-208.
https://doi.org/10.1016/j.physa.2018.12.036
Examples
1
2
3
mat <- matrix(1:4, nrow = 2)
frobenius_norm_robust(mat, 0.8)
adamethods documentation built on Aug. 4, 2020, 5:08 p.m.
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Description Usage Arguments Details Value Author(s) References Examples
View source: R/frobenius_norm_robust.R
Description
Computes the robust Frobenius norm.
Usage
1 | frobenius_norm_robust(m, prob)
|
Arguments
m |
Data matrix with the residuals. This matrix has the same dimensions as the original data matrix. |
prob |
Probability with values in [0,1]. |
Details
Residuals are vectors. If there are p variables (columns), for every observation there is a residual that there is a p-dimensional vector. If there are n observations, the residuals are an n times p matrix.
Value
Real number.
Author(s)
Irene Epifanio
References
Moliner, J. and Epifanio, I., Robust multivariate and functional archetypal analysis with application to financial time series analysis, 2019. Physica A: Statistical Mechanics and its Applications 519, 195-208. https://doi.org/10.1016/j.physa.2018.12.036
Examples
1 2 3 | mat <- matrix(1:4, nrow = 2)
frobenius_norm_robust(mat, 0.8)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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