CovNASest(rrcovNA)
CovNASest()所属R语言包：rrcovNA
S Estimates of Multivariate Location and Scatter for incomplete data
公司的估计，多元分布的位置和分散的数据不完整
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Computes S-Estimates of multivariate location and scatter based on Tukey's biweight function for incomplete data using a fast algorithm similar to the one proposed by Salibian-Barrera and Yohai (2006) for the case of regression. Alternativley, the Ruppert's SURREAL algorithm, bisquare or Rocke type estimation can be used.
计算S-估计多元分布的位置和分散的基础上Tukey的biweight功能的不完整的数据，使用的情况下，回归Salibian巴雷拉和Yohai的（2006）提出的一个类似的快速算法。一种可能的选择，Ruppert公司的超现实的算法，bisquare或Rocke类型估计可以使用。
用法----------Usage----------
CovNASest(x, bdp = 0.5, arp = 0.1, eps = 1e-5, maxiter = 120,
nsamp = 500, impMeth = c("norm" , "seq", "rseq"), seed = NULL, trace = FALSE, tolSolve = 1e-13,
method = c("sfast", "surreal", "bisquare", "rocke", "suser"), control,
t0, S0, initcontrol)
参数----------Arguments----------
参数：x
a matrix or data frame.
一个矩阵或数据框。
参数：bdp
a numeric value specifying the required breakdown point. Allowed values are between (n - p)/(2 * n) and 1 and the default is bdp=0.5.
一个数字值，该值指定所需的击穿点。允许值之间(n - p)/(2 * n)1，默认是bdp=0.5。
参数：arp
a numeric value specifying the asympthotic rejection point (for the Rocke type S estimates), i.e. the fraction of points receiving zero weight (see Rocke (1996)). Default is arp=0.1.
一个数值指定的asympthotic的抑制点（对的Rocke型S估计），即权重为零（见Rocke（1996））的点的分数。默认是arp=0.1。
参数：eps
a numeric value specifying the relative precision of the solution of the S-estimate (bisquare and Rocke type). Default is to eps=1e-5.
一个数字值，该值指定的S-估计（bisquare和Rocke类型）的溶液的相对精度。默认值为eps=1e-5。
参数：maxiter
maximum number of iterations allowed in the computation of the S-estimate (bisquare and Rocke type). Default is maxiter=120.
计算的S-估计（bisquare和Rocke类型）中允许的迭代的最大数量。默认是maxiter=120。
参数：nsamp
the number of random subsets considered. Default is nsamp = 500.
考虑的随机子集的数量。默认是nsamp = 500。
参数：impMeth
select imputation method to use - choose one of "norm" , "seq" or "rseq". The default is "norm"
选择插补法使用 - 选择一个“行规”，“以下”或“rseq”。默认值是“规范”
参数：seed
starting value for random generator. Default is seed = NULL.
随机数发生器的初始值。默认是seed = NULL。
参数：trace
whether to print intermediate results. Default is trace = FALSE.
是否要打印的中间结果。默认是trace = FALSE。
参数：tolSolve
numeric tolerance to be used for inversion (solve) of the covariance matrix in mahalanobis.
数字耐受用于反转（solve）的协方差矩阵在mahalanobis。
参数：method
Which algorithm to use: 'sfast'=FAST-S, 'surreal'=SURREAL, 'bisquare' or 'rocke'
要使用的算法：“sfast= FAST-S，超现实=贺岁片，”bisquare“或”rocke的“
参数：control
a control object (S4) of class CovControlSest-class containing estimation options - same as these provided in the fucntion specification. If the control object is supplied, the parameters from it will be used. If parameters are passed also in the invocation statement, they will override the corresponding elements of the control object.
控制对象（S4）类CovControlSest-class估计选项 - 因为这些在温控功能规格提供相同。如果被供给的控制对象，从它的参数将被使用。如果参数传递的调用语句，它们将覆盖相应元素的控制对象。
参数：t0
optional initial HBDP estimate for the center
可选的初始HBDP的估计为中心
参数：S0
optional initial HBDP estimate for the covariance matrix
可选的的初始HBDP估计的协方差矩阵
参数：initcontrol
optional control object to be used for computing the initial HBDP estimates
用于计算初始HBDP估计的可选的控制对象物的
Details
详细信息----------Details----------
Computes biweight multivariate S-estimator of location and scatter. The computation will be performed by one of the following algorithms:
计算biweight多元的位置和散射的S-估计。将被执行的计算由下列算法之一：
FAST-S An algorithm similar to the one proposed by Salibian-Barrera and Yohai (2006) for the case of regression
FAST-S回归的情况下，Salibian巴雷拉和Yohai的（2006）提出的一个类似的算法
SURREAL Ruppert's SURREAL algorithm when method is set to 'surreal'
超现实主义的鲁珀特的超现实主义的算法时method设置为“超现实主义”
BISQUARE Bisquare S-Estimate with method set to 'bisquare'
BISQUARE Bisquare估计用S-method设置bisquare的“
ROCKE Rocke type S-Estimate with method set to 'rocke'
ROCKE Rocke用S型估计method设置为“rocke的”
.
。
值----------Value----------
An S4 object of class CovNASest-class which is a subclass of the virtual class CovNARobust-class.
S4对象的类CovNASest-class这是虚拟类CovNARobust-class的一个子类。
（作者）----------Author(s)----------
Valentin Todorov <a href="mailto:valentin.todorov@chello.at">valentin.todorov@chello.at</a>,
Matias Salibian-Barrera <a href="mailto:matias@stat.ubc.ca">matias@stat.ubc.ca</a> and
Victor Yohai <a href="mailto:vyohai@dm.uba.ar">vyohai@dm.uba.ar</a>. See also the code from
Kristel Joossens, K.U. Leuven, Belgium and Ella Roelant, Ghent University, Belgium.
参考文献----------References----------
estimates, Journal of Computational and Graphical Statistics, 15, 414–427.
Wiley, New York.
An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. URL http://www.jstatsoft.org/v32/i03/.
实例----------Examples----------
library(rrcov)
data(bush10)
CovNASest(bush10)
## the following four statements are equivalent[＃以下四个语句是等价的]
c0 <- CovNASest(bush10)
c1 <- CovNASest(bush10, bdp = 0.25)
c2 <- CovNASest(bush10, control = CovControlSest(bdp = 0.25))
c3 <- CovNASest(bush10, control = new("CovControlSest", bdp = 0.25))
## direct specification overrides control one:[＃直接指定覆盖控制1：]
c4 <- CovNASest(bush10, bdp = 0.40,
control = CovControlSest(bdp = 0.25))
c1
summary(c1)
## Use the SURREAL algorithm of Ruppert[＃使用的超现实主义的算法鲁珀特]
cr <- CovNASest(bush10, method="surreal")
cr
## Use Bisquare estimation[＃使用Bisquare估计]
cr <- CovNASest(bush10, method="bisquare")
cr
## Use Rocke type estimation[＃使用Rocke型估计]
cr <- CovNASest(bush10, method="rocke")
cr
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注：
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发表于 2012-9-28 20:39:47
