Method pest/mve


  MVE: Minimum Volume Ellipsoid estimator
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  DESCRIPTION: Minimum Volume Ellipsoid estimator
               for robust outlier detection.
 
  CALL:        ao_out = mve(pest_obj);
               ao_out = mve(pest_obj, pl);
 
  NOTE:        The method will apply the MVE to the chain field pest_obj.chain.
 
  The ao_out is the weighted covariance matrix of the data. Other
  information, like the weighted mean, the volume and the center of
  the ellipsoid are stored in ao_out.procinfo.
 
 
  Uses the method described in P. Rousseeuw "Robust Regresion and outlier
  Detection, 1987" in pages 258-261.
 
  **Also in http://www.kimvdlinde.com/professional/pcamve.html
 
  NK 2013
 
  Parameters Description
 
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Method Details
Access public
Defining Class pest
Sealed 0
Static 0

Parameter Description

1D

no description
Key Default Value Options Description
PCA 0
  • 0
  • 1
Set to true to perform Principal Component Analysis.
M 100 none Number 'm' of random sub-samples to be drawn from the data. If set to zero, the method will attempt to proceed taking into acount all possible sub-samples. ATTENTION: If the data-set is too large, this computation is practically unfeasible!
DISCARD 0 none Discard the first number of samples.
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2D

no description
Key Default Value Options Description
PCA 0
  • 0
  • 1
Set to true to perform Principal Component Analysis.
M 100 none Number 'm' of random sub-samples to be drawn from the data. If set to zero, the method will attempt to proceed taking into acount all possible sub-samples. ATTENTION: If the data-set is too large, this computation is practically unfeasible!
DISCARD 0 none Discard the first number of samples.
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3D

no description
Key Default Value Options Description
PCA 0
  • 0
  • 1
Set to true to perform Principal Component Analysis.
M 100 none Number 'm' of random sub-samples to be drawn from the data. If set to zero, the method will attempt to proceed taking into acount all possible sub-samples. ATTENTION: If the data-set is too large, this computation is practically unfeasible!
DISCARD 0 none Discard the first number of samples.
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Some information of the method pest/mve are listed below:
Class name pest
Method name mve
Category Operator
Package name ltpda
VCS Version 3f8d61c792503a5b5ec8a0a153efb23b65da24a9
Min input args 1
Max input args -1
Min output args 1
Max output args -1




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