R/sdwe.R

In musto101/wilcox_R: What the package does (short line)

sdwe <-
function(m,K=3){
#
# Stahel-Donoho W-estimator implemented as suggested by
# Zuo, Cui and He 2004, Annals of Statistics, 32, 167--188
#
m=elimna(m)
pd=1/(1+zdepth(m)) # projection depth
MPD=median(pd) # C in Zuo et al. notation
flag=(pd<MPD)
W=rep(1,rep(length(pd)))
W[flag]=(exp(0-K*(1-pd[flag]/MPD)^2)-exp(0-K))/(1-exp(0-K))
bot=sum(W)
temp=m
for(i in 1:length(pd))temp[i,]=W[i]*m[i,]
val=apply(temp,2,sum)/bot
dif=m
for(i in 1:length(pd))dif[i,]=m[i,]-val
V=matrix(0,ncol(m),ncol(m))
for(i in 1:length(pd))V=V+W[i]*(as.matrix(dif[i,])%*%t(as.matrix(dif[i,])))
V=V/bot
list(center=val,cov=V)
}