normal_consistency_constants: normal_consistency_constants

In ktaucenters: Robust Clustering Procedures

Description

constants previously computed in order the M scale value is consistent with the standard normal distribution for the optimal rho function considered in rhoOpt. (Constant were computed from p=1 till p =400)

Usage

normal_consistency_constants(p)

Arguments

p	dimension where observation lives

Value

cvalue

References

[1] Maronna, R. A., Martin, R. D., Yohai, V. J., & Salibián-Barrera, M. (2018). Robust statistics: theory and methods (with R). Wiley. [2] Salibian-Barrera, M., Willems, G., & Zamar, R. (2008). The fast-tau estimator for regression. Journal of Computational and Graphical Statistics, 17(3), 659-682.

Examples

p=5;
n=1000
X=matrix(rnorm(n*p), ncol=p)
dist=apply(X,1,function(t){sqrt(sum(t^2))})
s= Mscale(dist,b=0.5, c=normal_consistency_constants(p))

### variable s should be near from one for all p values between 1 and 400.

ktaucenters documentation built on Aug. 3, 2019, 9:03 a.m.