FHCSpsdo {FastHCS} | R Documentation |
Pseudo Stahel Donoho Outlyingness based estimates of PCA.
FHCSpsdo(z0,h=NULL,seed=1,q=NULL, ndir = 1000)
z0 |
Either a data matrix or the result of a call to |
h |
Number of observation used to compute the univairate outlyingness. Defaults to |
seed |
Seed used to initialize the RNG. Defaults to 1. |
q |
Number of components. Defaults to |
ndir |
Number of 'componentsprojections. Defaults to |
A list with components:
rawDist: |
Outlyingness index of the data on the raw q-dimensonal subset that initialized H*. |
best: |
the indexes of the members of the H+, the FastHSC subset after the C-steps. |
center: |
the p-vector of column means of the observations with indexes in |
loadings: |
the (rank q) loadings matrix of the observations with indexes in |
eigenvalues: |
the first |
Vakili Kaveh.
Rousseeuw, P. J. (1984), Least Median of Squares Regression, Journal of the American Statistical Association,79,871–880.
n<-50 p<-10 x<-matrix(rnorm(n*p),nc=p) FHCSpsdo(x)