stepArchetypesRawData_robust: Archetype algorithm to raw data with the robust Frobenius...

In adamethods: Archetypoid Algorithms and Anomaly Detection

Description

This is a slight modification of stepArchetypesRawData to use the archetype algorithm with the robust Frobenius norm.

Usage

stepArchetypesRawData_robust(data, numArch, numRep = 3, 
                             verbose = TRUE, saveHistory = FALSE, prob)

Arguments

data	Data to obtain archetypes.
numArch	Number of archetypes to compute, from 1 to numArch.
numRep	For each numArch, run the archetype algorithm numRep times.
verbose	If TRUE, the progress during execution is shown.
saveHistory	Save execution steps.
prob	Probability with values in [0,1].

Value

A list with the archetypes.

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

See Also

stepArchetypesRawData_norm_frob

Examples

data(mtcars)
data <- as.matrix(mtcars)

numArch <- 5 
numRep <- 2

lass <- stepArchetypesRawData_robust(data = data, numArch = 1:numArch, 
                                     numRep = numRep, verbose = FALSE,
                                     saveHistory = FALSE, prob = 0.8)
str(lass)   
length(lass[[1]])
class(lass[[1]])                                       
                 

adamethods documentation built on Aug. 4, 2020, 5:08 p.m.