estLocScale {cellWise} | R Documentation |
Estimate a robust location estimate and scale estimate of every column in X
.
estLocScale(X, type = "wrap", precScale = 1e-12, center = TRUE, alpha = 0.5, nLocScale = 25000, silent = FALSE)
X |
The input data. It must be an n by d matrix or a data frame. |
type |
The type of estimators used. One of:
Defaults to "wrap". |
precScale |
The precision scale used throughout the algorithm. Defaults to 1e-12. |
center |
Whether or not the data has to be centered before calculating the scale. Not in use for |
alpha |
The value of α in the univariate mcd, must be between 0.5 and 1. The subsetsize is h = \lceil α n \rceil. Only used for |
nLocScale |
If |
silent |
Whether or not a warning message should be printed when very small scales are found. Defauts to |
A list with components:
loc
A vector with the estimated locations.
scale
A vector with the estimated scales.
Raymaekers, J. and Rousseeuw P.J.
Raymaekers, J., Rousseeuw P.J. (2019). Fast robust correlation for high dimensional data. Technometrics, published online. (link to open access pdf)
library(MASS) set.seed(12345) n = 100; d = 10 X = mvrnorm(n, rep(0, 10), diag(10)) locScale = estLocScale(X) # For more examples, we refer to the vignette: vignette("wrap_examples")