Robust Matrix-Variate Parameter Estimation


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Documentation for package ‘robustmatrix’ version 0.1.2

Help Pages

clean_prob_mmcd Probability of obtaining at least one clean h-subset in the 'mmcd' function.
cstep C-step of Matrix Minimum Covariance Determinant (MMCD) Estimator
darwin DARWIN (Diagnosis AlzheimeR WIth haNdwriting)
matrixShapley Outlier explanation based on Shapley values for matrix-variate data
mmcd The Matrix Minimum Covariance Determinant (MMCD) Estimator
mmd Matrix Mahalanobis distance
mmle Maximum Likelihood Estimation for Matrix Normal Distribtuion
n_subsets_mmcd Number of subsets that are required to obtain at least one clean h-subset in the 'mmcd' function with probability 'prob'.
rmatnorm Simulate from a Matrix Normal Distribution
weather Glacier weather data – Sonnblick observatory