Package: ssMRCD 1.1.0

Patricia Puchhammer

ssMRCD: Spatially Smoothed MRCD Estimator

Estimation of the Spatially Smoothed Minimum Regularized Determinant (ssMRCD) estimator and its usage in an ssMRCD-based outlier detection method as described in Puchhammer and Filzmoser (2023) <doi:10.1080/10618600.2023.2277875> and for sparse robust PCA for multi-source data described in Puchhammer, Wilms and Filzmoser (2024) <doi:10.48550/arXiv.2407.16299>. Included are also complementary visualization and parameter tuning tools.

Authors:Patricia Puchhammer [aut, cre, cph], Peter Filzmoser [aut]

ssMRCD_1.1.0.tar.gz
ssMRCD_1.1.0.tar.gz(r-4.5-noble)ssMRCD_1.1.0.tar.gz(r-4.4-noble)
ssMRCD_1.1.0.tgz(r-4.4-emscripten)ssMRCD_1.1.0.tgz(r-4.3-emscripten)
ssMRCD.pdf |ssMRCD.html✨
ssMRCD/json (API)

# Install 'ssMRCD' in R:
install.packages('ssMRCD', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 3 scripts 177 downloads 27 exports 99 dependencies

Last updated 2 months agofrom:593963a4e7. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 23 2024
R-4.5-linuxOKOct 23 2024

Exports:align_PCcontamination_randomeval_objectiveexplained_vargeo_weightsgroups_gridbasedlocal_outliers_ssMRCDobjective_matrixparameter_tuningplot_loadingsplot_score_distancesplot_scoresrescale_weightsrestructure_as_listscale_ssMRCDscoresscores.ODscores.SDselect_smoothingselect_sparsitysparsePCAlocsparsity_entriessparsity_groupsparsity_mixedsparsity_summaryssMRCDtime_weights

Dependencies:abindaskpassbackportsbootbroomcarcarDatacellrangerclassclicodetoolscolorspacecowplotcpp11crayoncurldata.tabledbscanDEoptimRDerivDescToolsdoBydoParalleldplyre1071ExactexpmfansifarverforeachFormulagenericsggplot2gldgluegtablehmshttrisobanditeratorsjsonlitelabelinglatticelifecyclelme4lmommagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkmimeminqamisc3dmodelrmunsellmvtnormnlmenloptrnnetnumDerivopensslpbkrtestpcaPPpillarpkgconfigplot3DplyrprettyunitsprogressproxypurrrquantregR6RColorBrewerRcppRcppEigenreadxlrematchreshape2rlangrobustbaserootSolverrcovrstudioapiscalesSparseMstringistringrsurvivalsystibbletidyrtidyselectutf8vctrsviridisLitewithr

Local Outlier Detection with ssMRCD

Rendered fromssMRCD.Rmdusingknitr::rmarkdownon Oct 23 2024.

Last update: 2024-08-24
Started: 2023-05-15

Readme and manuals

Help Manual

Help pageTopics
Align Loadings of Principal Componentsalign_PC
Biplot for PCAlocbiplot.PCAloc
Contamination Through Swappingcontamination_random
Objective function value for local sparse PCAeval_objective
Explained Variance summarized over Groupsexplained_var
Inverse Geographic Weight Matrixgeo_weights
Creates Grid-Based Neighborhood Structuregroups_gridbased
Local Outlier Detection Technique based on ssMRCDlocal_outliers_ssMRCD
Calculation of Objective Functionobjective_matrix
Optimal Smoothing Parameter for ssMRCD based on Local Outliersparameter_tuning
Plots of loadings of PCAloc objectplot_loadings
Distance-distance plot of scores of PCAplot_score_distances
Plots of score distributionplot_scores
Diagnostic Plots for Local Outlier Detectionplot.locOuts
Plotting method PCAloc objectplot.PCAloc
Plot Method for ssMRCD Objectplot.ssMRCD
Rescale Weight Matrixrescale_weights
Extracting Residuals from Local Fitresiduals.ssMRCD
Restructure Data Matrix as Listrestructure_as_list
Scale Data Locallyscale_ssMRCD
Calculate Scores for local sparse PCAscores
Orthogonal Distances for PCAlocscores.OD
Score Distances for PCAlocscores.SD
Screeplot for PCAlocscreeplot.PCAloc
Optimal Smoothing Parameter for ssMRCD based on Residualsselect_smoothing
Optimal Sparsity Parameter Selection for PCAselect_sparsity
Calculate Sparse Principle ComponentssparsePCAloc
Entry-wise Sparsity in the Loadingssparsity_entries
Group-wise Sparsity in the Loadingssparsity_group
Mixed Sparsity of the Loadingssparsity_mixed
Entry-wise Sparsity in the Loadings per Groupsparsity_summary
Spatially Smoothed MRCD EstimatorssMRCD
Summary of Local Outlier Detectionsummary.locOuts
Summary method for PCAlocsummary.PCAloc
Summary Method for ssMRCD Objectsummary.ssMRCD
Band weight matrix for time series groupingstime_weights
Austrian Weather Data 2021weatherAUT2021
Vienna Weather Time Series (1960-2023)weatherHoheWarte