l1median: Multivariate L1 Median
In pcaPP: Robust PCA by Projection Pursuit

l1median

R Documentation

Multivariate L1 Median

Description

Computes the multivariate L1 median (also called spatial median) of a data matrix.

Usage

l1median(X, MaxStep = 200, ItTol = 10^-8, trace = 0, m.init = .colMedians (X))

Arguments

`X`	A matrix containing the values whose multivariate L1 median is to be computed.
`MaxStep`	The maximum number of iterations.
`ItTol`	Tolerance for convergence of the algorithm.
`trace`	The tracing level.
`m.init`	An initial estimate.

Value

returns the vector of the coordinates of the L1 median.

Author(s)

Heinrich Fritz, Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

References

C. Croux, P. Filzmoser, M. Oliveira, (2007). Algorithms for Projection-Pursuit Robust Principal Component Analysis, Chemometrics and Intelligent Laboratory Systems, Vol. 87, pp. 218-225.

Examples

  l1median(rnorm(100), trace = -1) # this returns the median of the sample

  # multivariate data with outliers
  library(mvtnorm)
  x <- rbind(rmvnorm(200, rep(0, 4), diag(c(1, 1, 2, 2))), 
             rmvnorm( 50, rep(3, 4), diag(rep(2, 4))))
  l1median(x, trace = -1)
  # compare with coordinate-wise median:
  apply(x,2,median)

pcaPP documentation built on Sept. 11, 2024, 8:58 p.m.