FastHCS (version 0.0.7)

FHCSpsdo: Computes the univariate MCD estimator of scatter

Description

Pseudo Stahel Donoho Outlyingness based estimates of PCA.

Usage

FHCSpsdo(z0,h=NULL,seed=1,q=NULL,ndir=1000)

Arguments

z0

Either a data matrix or the result of a call to FHCSkernelEVD.

h

Number of observation used to compute the univairate outlyingness. Defaults to [(n+q+1)/2]+1.

seed

Seed used to initialize the RNG. Defaults to 1.

q

Number of components. Defaults to ncol(z0).

ndir

Number of projection used to compute the PP outlyngness.

Value

A list with components:

rawDist:

Outlyingness index of the data on the raw q-dimensonal subset that initialized H*.

best:

the indexes of the members of the H+, the FastHSC subset after the C-steps.

center:

the p-vector of column means of the observations with indexes in best.

loadings:

the (rank q) loadings matrix of the observations with indexes in best.

eigenvalues:

the first min(q) eigenvalues of the observations with indexes in best.

References

Rousseeuw, P. J. (1984), Least Median of Squares Regression, Journal of the American Statistical Association,79,871--880.

Examples

# NOT RUN {
n<-50
p<-10
x<-matrix(rnorm(n*p),nc=p)
FHCSpsdo(x)
# }