rcpp_HIM_sdetect: Arma Single Detection Statistic

In hidetify: Identify Influential Observations in High Dimension

Description

rcpp_HIM_sdetect computes the influence measure statistic for the single detection technique and for τ=0.5.

Usage

rcpp_HIM_sdetect(
  x, 
  y, 
  xquant, 
  yquant, 
  inv_rob_sdx, 
  rob_sdy,
  inf_set, 
  non_inf_set)

Arguments

x	a matrix of elements.
y	a vector of elements.
xquant	quantiles of the columns of x stacked in the matrix xquant.
yquant	quantiles vector of the vector y.
inv_rob_sdx	inverse of the median absolute deviation of the matrix x.
rob_sdy	median absolute deviation of the vector y.
inf_set	influential set.
non_inf_set	non-influential set.

Value

A vector of the influence measure statistic.

Examples

## Not run: 
## Simulate a dataset where the first 10 observations are influentials
require("MASS")

# the parameter of interest
beta_param <- c(3,1.5,0,0,2,rep(0,1000-5))

# the contamination parameter 
gama_param <- c(0,0,1,1,0,rep(1,1000-5))

# Covariance matrice for the predictors distribution 
sigmain <- diag(rep(1,1000))
for (i in 1:1000)
{
  for (j in i:1000) 
  {
    sigmain[i,j] <- 0.5^(abs(j-i))
    sigmain[j,i] <- sigmain[i,j]
  }
}

# set the seed
set.seed(13)

# the predictor matrix
x  <- mvrnorm(100, rep(0, 1000), sigmain)

# the error variable
error_var <- rnorm(100)

# the response variable
y  <- x %*% beta_param + error_var
y <- as.numeric(y)

### Generate influential observations

# the contaminated response variable
youtlier <- y
youtlier[1:10] <- x[1:10,] %*% (beta_param +  1.2*gama_param)  + error_var[1:10]
youtlier <- as.numeric(youtlier)

# the quantile of the predictors
xquant <- apply(x,2,quantile,0.5)

# the quantile of contaminated response variable
yquant <- quantile(youtlier,0,5)

# the inverse of the mad predictors
inv_rob_sdx <- 1/apply(x,2,mad)

# the mad contaminated response variable
rob_sdy <- mad(youtlier)

# influential set
inf_set <- 1:20

# non-influential set
non_inf_set <- 21:100

out <- rcpp_HIM_sdetect(x, youtlier, xquant, yquant, inv_rob_sdx, rob_sdy, inf_set, non_inf_set)


## End(Not run)

hidetify documentation built on Aug. 20, 2021, 5:06 p.m.