R: MCD location and Scatter Estimates for ICS

ICS_mcd {ICSClust}

R Documentation

MCD location and Scatter Estimates for ICS

Description

It is a wrapper for the (reweighted) MCD estimators of location and scatter as computed by rrcov::CovMcd().

Usage

ICS_mcd_raw(x, location = FALSE, nsamp = "deterministic", alpha = 0.5, ...)

ICS_mcd_rwt(x, location = FALSE, nsamp = "deterministic", alpha = 0.5, ...)

Arguments

`x`	a numeric matrix or data frame.
`location`	a logical indicating whether to include the MCD-estimate of location (defaults to `FALSE`).
`nsamp`	number of subsets used for initial estimates or `"best"`, `"exact"` or `"deterministic"` (default).
`alpha`	numeric parameter controlling the size of the subsets over which the determinant is minimized as in `rrcov::CovMcd()`.
`...`	potential further arguments passed to `rrcov::CovMcd()`.

Details

ICS_mcd_raw(): computes the raw MCD estimates.
ICS_mcd_rwt(): computes the reweighted MCD estimates.

Value

An object of class "ICS_scatter" with the following components:

`location`	if requested, a numeric vector giving the location estimate.
`scatter`	a numeric matrix giving the estimate of the scatter matrix.
`label`	a character string providing a label for the scatter matrix.

Author(s)

Andreas Alfons and Aurore Archimbaud