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Authors: Valentin Todorov, Peter Filzmoser
Title: [download]
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An Object-Oriented Framework for Robust Multivariate Analysis
Reference: Vol. 32, Issue 3, Oct 2009
Submitted 2009-02-26, Accepted 2009-08-08
Type: Article
Abstract:

Taking advantage of the S4 class system of the programming environment R, which facilitates the creation and maintenance of reusable and modular components, an object-oriented framework for robust multivariate analysis was developed. The framework resides in the packages robustbase and rrcov and includes an almost complete set of algorithms for computing robust multivariate location and scatter, various robust methods for principal component analysis as well as robust linear and quadratic discriminant analysis. The design of these methods follows common patterns which we call statistical design patterns in analogy to the design patterns widely used in software engineering. The application of the framework to data analysis as well as possible extensions by the development of new methods is demonstrated on examples which themselves are part of the package rrcov.

Paper: [download]
(4492)
An Object-Oriented Framework for Robust Multivariate Analysis
(application/pdf, 905.5 KB)
Supplements: [download]
(872)
rrcov_1.0-00.tar.gz: R source package
(application/x-gzip, 785.2 KB)
[download]
(859)
robustbase_0.4-5.tar.gz: R source package
(application/x-gzip, 439.6 KB)
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(2363)
v32i03.R: R example code from the paper
(application/octet-stream, 12.1 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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