R: Multivariate L1 Median

l1median {pcaPP} | R Documentation

## Multivariate L1 Median

### Description

Computes the multivariate L1 median (also called spatial median) of a data matrix.

### Usage

    l1median(X, MaxStep = 200, ItTol = 10^-8, trace = 0, m.init = .colMedians (X))

### Arguments

`X` | A matrix containing the values whose multivariate L1 median is to be computed.
`MaxStep` | The maximum number of iterations.
`ItTol` | Tolerance for convergence of the algorithm.
`trace` | The tracing level.
`m.init` | An initial estimate.

### Value

returns the vector of the coordinates of the L1 median.

### Author(s)

Heinrich Fritz, Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

### References

C. Croux, P. Filzmoser, M. Oliveira, (2007). Algorithms for Projection-Pursuit Robust Principal Component Analysis, Chemometrics and Intelligent Laboratory Systems, Vol. 87, pp. 218-225.

### See Also

`median`

### Examples

      l1median(rnorm(100), trace = -1) # this returns the median of the sample

      # multivariate data with outliers
      library(mvtnorm)
      x <- rbind(rmvnorm(200, rep(0, 4), diag(c(1, 1, 2, 2))),
                 rmvnorm( 50, rep(3, 4), diag(rep(2, 4))))
      l1median(x, trace = -1)
      # compare with coordinate-wise median:
      apply(x,2,median)

[Package pcaPP version 2.0-1 Index]