mcd.subset {Rfwdmv} | R Documentation |
This function uses the robust distances obtained from cov.mcd
to compute the initial subset for the multivariate forward search. It is not intended that users should call this function directly.
mcd.subset(X, size)
X |
a numeric matrix containing the multivariate data set. |
size |
an integer specifying the size of the initial subset. |
The function cov.mcd
in package lqs
is used to robustly estimate the center and covariance matrix of X
. Robust Mahalanobis distances are computed and the intial subset is taken to be the size
units with the smallest robust distances.
an integer vector with length size
containing the initial subset.
Kjell Konis
Atkinson, A. C., Riani, M. and Cerioli, A. (2004) Exploring Multivariate Data with the Forward Search. Springer-Verlag New York.
data(fondi.dat) fondi.fwdmv <- fwdmv(fondi.dat, bsb = mcd.subset)