R: Extended Minimum Volume Ellipsoid (EMVE) in the presence of...

emve-class {GSE}

R Documentation

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

Description

Class of Extended Minimum Volume Ellipsoid. It has the superclass of CovRobMissSc.

Objects from the Class

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

Slots

mu: Estimated location. Can be accessed via getLocation.
S: Estimated scatter matrix. Can be accessed via getScatter.
sc: Estimated EMVE scale. Can be accessed via getScale.
pmd: Squared partial Mahalanobis distances. Can be accessed via getDist.
pmd.adj: Adjusted squared partial Mahalanobis distances. Can be accessed via getDistAdj.
pu: Dimension of the observed entries for each case. Can be accessed via getDim.
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 MVE scale of the best candidate

Author(s)

Andy Leung andy.leung@stat.ubc.ca