GSE-class: Generalized S-Estimator in the presence of missing data

Description

Class of Generalized S-Estimator. It has the superclass of CovRobMissSc.

Arguments

Objects from the Class

Objects can be created by calls of the form new("GSE", ...), but the best way of creating GSE objects is a call to the function GSE which serves as a constructor.

Slots

mu: Estimated location. Can be accessed via getLocation.
S: Estimated scatter matrix. Can be accessed via getScatter.
sc: Generalized S-scale (GS-scale). Can be accessed via getScale.
pmd: Square partial Mahalanobis distances. Can be accessed via getDist.
pmd.adj: Adjusted square partial Mahalanobis distances. Can be accessed via getDistAdj.
pu: Dimension of the observed entries for each case. Can be accessed via getDim.
mu0: Estimated initial location.
S0: Estimated initial scatter matrix.
ximp: Input data matrix with missing values imputed using best linear predictor. Not meant to be accessed.
weights: Weights used in the estimation of the location. Not meant to be accessed.
weightsp: First derivative of the weights used in the estimation of the location. Not meant to be accessed.
iter: Number of iterations till convergence. Not meant to be accessed.
eps: relative change of the GS-scale at convergence. Not meant to be accessed.
call: Object of class "language". Not meant to be accessed.
x: Input data matrix. Not meant to be accessed.
p: Column dimension of input data matrix. Not meant to be accessed.
estimator: Character string of the name of the estimator used. Not meant to be accessed.

Extends

Class "CovRobMissSc", directly.

Methods

The following methods are defined with the superclass "CovRobMiss":

show: signature(object = "CovRobMiss"): display the object
summary: signature(object = "CovRobMiss"): calculate summary information
plot: signature(object = "CovRobMiss", cutoff = "numeric"): plot the object. See plot
getDist: signature(object = "CovRobMiss"): return the squared partial Mahalanobis distances
getDistAdj: signature(object = "CovRobMiss"): return the adjusted squared partial Mahalanobis distances
getDim: signature(object = "CovRobMiss"): return the dimension of observed entries for each case
getLocation: signature(object = "CovRobMiss"): return the estimated location vector
getScatter: signature(object = "CovRobMiss", cutoff = "numeric"): return the estimated scatter matrix
getMissing: signature(object = "CovRobMiss"): return the case number(s) with completely missing data, if any
getOutliers: signature(object = "CovRobMiss", cutoff = "numeric"): return the case number(s) adjusted squared distances above (1 - cutoff)th quantile of chi-square p-degrees of freedom.

In addition to above, the following methods are defined with the class "CovRobMissSc":

getScale: signature(object = "CovRobMissSc"): return the GS scale

Author

Andy Leung andy.leung@stat.ubc.ca