mcd.subset {Rfwdmv}R Documentation

Initial Subset by MCD Distances

Description

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.

Usage

mcd.subset(X, size)

Arguments

X a numeric matrix containing the multivariate data set.
size an integer specifying the size of the initial subset.

Details

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.

Value

an integer vector with length size containing the initial subset.

Author(s)

Kjell Konis

References

Atkinson, A. C., Riani, M. and Cerioli, A. (2004) Exploring Multivariate Data with the Forward Search. Springer-Verlag New York.

Examples

data(fondi.dat)

fondi.fwdmv <- fwdmv(fondi.dat, bsb = mcd.subset)

[Package Rfwdmv version 0.72-2 Index]