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rrcovNA:
Scalable Robust Estimators with High Breakdown Point for Incomplete
Data
The package rrcovNA provides scalable robust estimators
with high breakdown point for incomplete data (missing values) (Todorov
et al. (2010) doi:10.1007/s11634-010-0075-2).
The rrcovNA package is on CRAN (The Comprehensive R
Archive Network) and the latest release can be easily installed using
the command
install.packages("rrcovNA")
library(rrcovNA)To install the latest stable development version from GitHub, you can pull this repository and install it using
## install.packages("remotes")
remotes::install_github("valentint/rrcovNA", build_opts = c("--no-build-vignettes"))Of course, if you have already installed remotes, you
can skip the first line (I have commented it out).
This is a basic example which shows you if the package is properly installed:
library(rrcovNA)
#> Loading required package: rrcov
#> Loading required package: robustbase
#> Scalable Robust Estimators with High Breakdown Point (version 1.7-5)
#> Scalable Robust Estimators with High Breakdown Point for
#> Incomplete Data (version 0.5-0)
data(bush10)
mcd <- CovNAMcd(bush10)
mcd
#>
#> Call:
#> CovNAMcd(x = bush10)
#> -> Method: Minimum Covariance Determinant Estimator for incomplete data.
#>
#> Robust Estimate of Location:
#> V1 V2 V3 V4 V5
#> 109.5 149.5 257.9 215.0 276.9
#>
#> Robust Estimate of Covariance:
#> V1 V2 V3 V4 V5
#> V1 697.6 489.3 -3305.1 -671.4 -550.5
#> V2 489.3 424.5 -1889.0 -333.5 -289.5
#> V3 -3305.1 -1889.0 18930.9 4354.2 3456.4
#> V4 -671.4 -333.5 4354.2 1100.1 856.0
#> V5 -550.5 -289.5 3456.4 856.0 671.7
summary(mcd)
#>
#> Call:
#> CovNAMcd(x = bush10)
#>
#> Robust Estimate of Location:
#> V1 V2 V3 V4 V5
#> 109.5 149.5 257.9 215.0 276.9
#>
#> Robust Estimate of Covariance:
#> V1 V2 V3 V4 V5
#> V1 697.6 489.3 -3305.1 -671.4 -550.5
#> V2 489.3 424.5 -1889.0 -333.5 -289.5
#> V3 -3305.1 -1889.0 18930.9 4354.2 3456.4
#> V4 -671.4 -333.5 4354.2 1100.1 856.0
#> V5 -550.5 -289.5 3456.4 856.0 671.7
#>
#> Eigenvalues of covariance matrix:
#> [1] 21334.429 428.703 56.662 3.701 1.263
#>
#> Robust Distances:
#> [1] 3.1071 1.1127 1.3864 1.1215 2.1500 3.0780 130.1256
#> [8] 185.1492 200.1491 26.7795 63.9884 5.8178 2.8298 4.9464
#> [15] 2.1220 3.1128 1.0421 2.7172 2.9548 2.0638 1.4335
#> [22] 3.4786 0.1621 1.2949 1.0765 1.0287 2.5304 0.7860
#> [29] 3.4224 5.8211 151.4576 435.4440 238.2627 69.9555 323.5308
#> [36] 322.8153 312.4068 235.6941
plot(mcd)
plot(mcd, which="pairs")
plot(mcd, which="xydistance")
plot(mcd, which="xyqqchi2") 
## Community
guidelines
If you experience any bugs or issues or if you have any suggestions for additional features, please submit an issue via the Issues tab of this repository. Please have a look at existing issues first to see if your problem or feature request has already been discussed.
If you want to contribute to the package, you can fork this repository and create a pull request after implementing the desired functionality.
If you need help using the package, or if you are interested in collaborations related to this project, please get in touch with the package maintainer.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.