GSE (version 4.2-1)

Robust Estimation in the Presence of Cellwise and Casewise Contamination and Missing Data

Description

Robust Estimation of Multivariate Location and Scatter in the Presence of Cellwise and Casewise Contamination and Missing Data.

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Version

Install

install.packages('GSE')

Monthly Downloads

777

Version

4.2-1

License

GPL (>= 2)

Maintainer

Claudio Agostinelli

Last Published

December 13th, 2022

Functions in GSE (4.2-1)

CovEM

Gaussian MLE of mean and covariance

HuberPairwise

Quadrant Covariance and Huberized Pairwise Scatter

ImpS

Imputed S-estimator

GSE

Generalized S-Estimator in the presence of missing data

CovRobMiss-class

Class "CovRobMiss" -- a superclass for the robust estimates of location and scatter for missing data

CovRobMissSc-class

Class "CovRobMissSc" -- a subclass of "CovRobMiss" with scale estimate

GSE-class

Generalized S-Estimator in the presence of missing data

HuberPairwise-class

Quadrant Covariance and Huberized Pairwise Scatter

SummaryCovGSE-class

Class "SummaryCovGSE" - displaying summary of "CovRobMiss" objects

TSGS-class

Two-Step Generalized S-Estimator for cell- and case-wise outliers

geochem

Geochemical Data

emve

Extended Minimum Volume Ellipsoid (EMVE) in the presence of missing data

boston

Boston Housing Data

emve-class

Extended Minimum Volume Ellipsoid (EMVE) in the presence of missing data.

simulation-tools

Data generator for simulation study on cell- and case-wise contamination

slrt

LRT-based distances between matrices

calcium

Calcium data

gy.filt

Gervini-Yohai filter for detecting cellwise outliers

partial.mahalanobis

Partial Square Mahalanobis Distance

get-methods

Accessor methods to the essential slots of classes CovRobMiss, TSGS, GSE, emve, and HuberPairwise

plot-methods

Plot methods for objects of class 'CovRobMiss'

TSGS

Two-Step Generalized S-Estimator for cell- and case-wise outliers