Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Klaus Nordhausen, Hannu Oja
Title: Multivariate L1 Statistical Methods: The Package MNM
Abstract: In the paper we present an R package MNM dedicated to multivariate data analysis based on the L1 norm. The analysis proceeds very much as does a traditional multivariate analysis. The regular L2 norm is just replaced by different L1 norms, observation vectors are replaced by their (standardized and centered) spatial signs, spatial ranks, and spatial signed-ranks, and so on. The procedures are fairly efficient and robust, and no moment assumptions are needed for asymptotic approximations. The background theory is briefly explained in the multivariate linear regression model case, and the use of the package is illustrated with several examples using the R package MNM.

Page views:: 4691. Submitted: 2010-02-05. Published: 2011-07-25.
Paper: Multivariate L1 Statistical Methods: The Package MNM     Download PDF (Downloads: 5281)
MNM_1.0-0.tar.gz: R source package Download (Downloads: 595; 37KB)
v43i05.R: R example code from the paper Download (Downloads: 663; 5KB)

DOI: 10.18637/jss.v043.i05

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) or a GPL-compatible license.