fsrfan.object: Objects returned by the function 'fsrfan'

In fsdaR: Robust Data Analysis Through Monitoring and Dynamic Visualization

Objects returned by the function fsrfan

Description

An object of class fsrfan.object holds information about the result of a call to fsrfan.

Value

The functions print() and summary() are used to obtain and print a summary of the results. An object of class fsrfan is a list containing at least the following components:

1. la vector containing the values of lambda for which fan plot is constructed

2. bs matrix of size p X length(la) containing the units forming the initial subset for each value of lambda

3. Score a matrix containing the values of the score test for each value of the transformation parameter:

   • 1st col = fwd search index;

   • 2nd col = value of the score test in each step of the fwd search for la[1]

   • ...

4. Scorep matrix containing the values of the score test for positive observations for each value of the transformation parameter.

   Note: this output is present only if input option family='YJpn' or family='YJall'.

5. Scoren matrix containing the values of the score test for negative observations for each value of the transformation parameter.

   Note: this output is present only if input option 'family' is 'YJpn' or 'YJall'.

6. Scoreb matrix containing the values of the score test for the joint presence of both constructed variables (associated with positive and negative observations) for each value of the transformation parameter. In this case the reference distribution is the F with 2 and subset_size - p degrees of freedom.

   Note: this output is present only if input option family='YJall'.

7. Un a three-dimensional array containing length(la) matrices of size retnUn=(n-init) X retpUn=11. Each matrix contains the unit(s) included in the subset at each step in the search associated with the corresponding element of la.

   REMARK: at each step the new subset is compared with the old subset. Un contains the unit(s) present in the new subset but not in the old one.

Examples

 ## Not run: 
   data(wool)
   XX <- wool
   y <- XX[, ncol(XX)]
   X <- XX[, 1:(ncol(XX)-1), drop=FALSE]

   out <- fsrfan(X, y)

   class(out)
   summary(out)
 
## End(Not run)

fsdaR documentation built on March 31, 2023, 8:18 p.m.