MoE_mahala: Mahalanobis Distance Outlier Detection for Multivariate...

Description Usage Arguments Value Author(s) Examples

Description

Computes the Mahalanobis distance between the response variable(s) and the fitted values of linear regression models with multivariate or univariate responses.

Usage

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MoE_mahala(fit,
           resids,
           squared = FALSE,
           identity = FALSE)

Arguments

fit

A fitted lm model, inheriting either the "mlm" or "lm" class.

resids

The residuals. Can be residuals for observations included in the model, or residuals arising from predictions on unseen data. Must be coercible to a matrix with the number of columns being the number of response variables. Missing values are not allowed.

squared

A logical. By default (FALSE), the generalized interpoint distance is computed. Set this flag to TRUE for the squared value.

identity

A logical indicating whether the identity matrix is used in in place of the precision matrix in the Mahalanobis distance calculation. Defaults to FALSE; TRUE corresponds to the use of the Euclidean distance. Only relevant for multivariate response data.

Value

A vector giving the Mahalanobis distance (or squared Mahalanobis distance) between response(s) and fitted values for each observation.

Author(s)

Keefe Murphy - <keefe.murphy@mu.ie>

Examples

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data(ais)
hema <- as.matrix(ais[,3:7])
mod  <- lm(hema ~ sex + BMI, data=ais)
res  <- hema - predict(mod)
MoE_mahala(mod, res, squared=TRUE)

data(CO2data)
CO2  <- CO2data$CO2
GNP  <- CO2data$GNP
mod2 <- lm(CO2 ~ GNP, data=CO2data)
pred <- predict(mod2)
res2 <- CO2 - pred
maha <- MoE_mahala(mod2, res2)

# Highlight outlying observations
plot(GNP, CO2, type="n", ylab=expression('CO'[2]))
lines(GNP, pred, col="red")
points(GNP, CO2, cex=maha, lwd=2)
text(GNP, CO2, col="blue", 
     labels=replace(as.character(CO2data$country), maha < 1, ""))
     
# Replicate initialisation strategy using 2 randomly chosen components
# Repeat the random initialisation if necessary
# (until 'crit' at convergence is minimised)
G       <- 3L
z       <- sample(seq_len(G), nrow(CO2data), replace=TRUE)
old     <- Inf
crit    <- .Machine$double.xmax
while(crit < old)   {
  Sys.sleep(1)
  old   <- crit
  maha  <- NULL
  plot(GNP, CO2, type="n", ylab=expression('CO'[2]))
  for(g in seq_len(G)) { 
   ind  <- which(z == g)
   mod  <- lm(CO2 ~ GNP, data=CO2data, sub=ind)
   pred <- predict(mod, newdata=CO2data[,"CO2", drop=FALSE])
   maha <- cbind(maha, MoE_mahala(mod, CO2 - pred))
   lines(GNP, pred, col=g + 1L)
  }
  min.M <- rowMins(maha)
  crit  <- sum(min.M)
  z     <- max.col(maha == min.M)
  points(GNP, CO2, cex=min.M, lwd=2, col=z + 1L)
  text(GNP, CO2, col=z + 1L, 
       labels=replace(as.character(CO2data$country), which(min.M <= 1), ""))
}
crit

Keefe-Murphy/MoEClust documentation built on Jan. 11, 2021, 6:34 p.m.