Estimates the variation matrix with robust methods.
variation(x, method = "robustPivot")
data frame or matrix with positive entries
method used for estimating covariances. See details.
The variation matrix is estimated for a given compositional data set.
Instead of using the classical standard deviations the miniminm covariance estimator
is used (
covMcd) is used when parameter robust is set to TRUE.
robustPivot forumala 5.8. of the book (see second reference) is used. Here
robust (mcd-based) covariance estimation is done on pivot coordinates.
robustPairwise uses a mcd covariance estimation on pairwise log-ratios.
Pivot (see second reference) and
Pairwise (see first reference)
are the non-robust counterparts.
Pairwise gives the same results, but
the computational time is much less for method
The (robust) variation matrix.
Karel Hron, Matthias Templ
Aitchison, J. (1986) The Statistical Analysis of Compositional Data Monographs on Statistics and Applied Probability. Chapman \& Hall Ltd., London (UK). 416p.
#' Filzmoser, P., Hron, K., Templ, M. (2018) Applied Compositional Data Analysis. Springer, Cham.
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