rdela: The RDELA Algorithm

In restlos: Robust Estimation of Location and Scatter

Description

The function determines a robust subsample utilizing the Delaunay triangulation.

Usage

rdela(data, N, rew=TRUE)

Arguments

data	At least a two-dimensional data matrix is required. Number of observations needs to be greater than the number of dimensions. No degenerated (i.e. collinear) data sets allowed.
N	Size of the identified subsample. Default is (n+d+1)/2.
rew	Logical. Specifies whether reweighting should be conducted (TRUE) or not (FALSE). Default is TRUE.

Details

The function first calls the delaunayn function within the geometry-package. The results are subsequently used to determine a robust subsample.

Value

data	The input data set.
tri	Vertices of all simplices of the Delaunay triangulation. Each row represents a simplex.
neigh	Lists for every simplex the adjacent/neighboring simplices. Each list entry represents a simplex.
radii	Circum-(hypersphere-)radius of each simplex.
center	Center coordinates of all simplices.
LiB	List of all basins found. Index of simplices. Smallest subsample of size (n+d+1)/2.
LiN	List of all neighboring simplices per basin. Index of simplices. Smallest subsample of size (n+d+1)/2.
GeB	Number of associated data points per basin. Smallest subsample of size (n+d+1)/2.
drin	(Initial) Robust subsample of size N.
raw.mean	Mean estimate based on (initial) robust subsample of size N.
raw.cov	Covariance estimate based on (initial) robust subsample of size N.
final	Final robust subsample after reweighting.
mean	Mean estimate based on final robust subsample.
cov	Covariance estimate based on final robust subsample.

Author(s)

Steffen Liebscher <[e-mail]>

References

Liebscher, S., Kirschstein, T. (2015): Efficiency of the pMST and RDELA Location and Scatter Estimators, AStA-Advances in Statistical Analysis, 99(1), 63-82, DOI: 10.1007/s10182-014-0231-7.

Liebscher, S., Kirschstein, T., and Becker, C. (2013): RDELA - A Delaunay-Triangulation-based, Location and Covariance Estimator with High Breakdown Point, Statistics and Computing, DOI: 10.1007/s11222-012-9337-5.

Examples

# rdela(halle)

restlos documentation built on May 2, 2019, 2:45 p.m.