Linda: Robust Linear Discriminant Analysis

In armstrtw/rrcov: Scalable Robust Estimators with High Breakdown Point

Description

Robust linear discriminant analysis based on MCD and returns the results as an object of class Linda (aka constructor).

Usage

Linda(x, ...)

## Default S3 method:
Linda(x, grouping, prior = proportions, tol = 1.0e-4,
                 method = c("mcd", "mcdA", "mcdB", "mcdC", "fsa"),
                 alpha=0.5, trace=FALSE, ...)

Arguments

x	a matrix or data frame containing the explanatory variables (training set).
grouping	grouping variable: a factor specifying the class for each observation.
prior	prior probabilities, default to the class proportions for the training set.
tol	tolerance
method	method
alpha	this parameter measures the fraction of outliers the algorithm should resist. In MCD alpha controls the size of the subsets over which the determinant is minimized, i.e. alpha*n observations are used for computing the determinant. Allowed values are between 0.5 and 1 and the default is 0.5.
trace	whether to print intermediate results. Default is trace = FALSE
...	arguments passed to or from other methods

Details

details

Value

Returns an S4 object of class Linda

Warning

Still an experimental version!

Author(s)

Valentin Todorov [e-mail]

References

Hawkins, D.M. and McLachlan, G.J. (1997) High-Breakdown Linear Discriminant Analysis, Journal of the American Statistical Association, 92, 136–143.

Todorov V. (2007) Robust selection of variables in linear discriminant analysis, Statistical Methods and Applications, 15, 395–407, doi:10.1007/s10260-006-0032-6.

Todorov, V. and Pires, A.M. (2007) Comparative Performance of Several Robust Linear Discriminant Analysis Methods. REVSTAT Statistical Journal, 5, p 63–83. URL www.ine.pt/revstat/pdf/rs070104.pdf.

Todorov V and Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. URL http://www.jstatsoft.org/v32/i03/.

See Also

CovMcd

Examples

## Example anorexia
library(MASS)
data(anorexia)

## start with the classical estimates
lda <- LdaClassic(Treat~., data=anorexia)
predict(lda)@classification

## try now the robust LDA with the default method (MCD with pooled whitin cov matrix)
rlda <- Linda(Treat~., data= anorexia)
predict(rlda)@classification

## try the other methods
Linda(Treat~., data= anorexia, method="mcdA")
Linda(Treat~., data= anorexia, method="mcdB")
Linda(Treat~., data= anorexia, method="mcdC")

## try the Hawkins&McLachlan method
## use the default method
grp <- anorexia[,1]
grp <- as.factor(grp)
x <- anorexia[,2:3]
Linda(x, grp, method="fsa")

armstrtw/rrcov documentation built on May 10, 2019, 1:43 p.m.