| mcd.subset {Rfwdmv} | R Documentation |
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.
mcd.subset(X, size)
X |
a numeric matrix containing the multivariate data set. |
size |
an integer specifying the size of the initial subset. |
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.
an integer vector with length size containing the initial subset.
Kjell Konis
Atkinson, A. C., Riani, M. and Cerioli, A. (2004) Exploring Multivariate Data with the Forward Search. Springer-Verlag New York.
data(fondi.dat) fondi.fwdmv <- fwdmv(fondi.dat, bsb = mcd.subset)