search for: rrcov

Hi! I tested two different implementations of the robust MCD estimator: cov.mcd from the MASS package and covMcd from the rrcov package. Tests were done on the hbk dataset included in the rrcov package. Unfortunately I get quite differing results -- so the question is whether this differences are justified or an error on my side or a bug? Here is, what I did: > require(MASS) > require(rrcov) > data(hbk) > m...

This is my first post requesting help to this mailing list. I am new to R. My apologies for any breach in posting etiquette. I am new to this language and just learning my way around. I am attempting to run some sample code and and am confused by the error message: Loading required package: rrcov Error in fitNorm2(fdat[, "FSC-H"], fdat[, "SSC-H"], scalefac = ScaleFactor) : Required package rrcov could not be found. In addition: Warning message: there is no package called 'rrcov' in: library(package, lib.loc = lib.loc, character.only = TRUE, logical = TRUE...

Hello, I'm using the R-2.13.1 version in Windows and I'm trying to do a robust Pca with the following: x<-matrix(0.5,30,30) library("rrcov") y<-PcaCov(x) The following error occurs: Error: diff(sv)<0 ist not all TRUE The same error occurs with the other functions. What does this mean and how can I perform the robust PCA with these functions by using a quadratic matrix as input? Thanks in advance, Albina. -- View this...

[Env: R 2.14.2 / Win Xp] In the script below, I want to select some variables from rrcov::OsloTransect, delete cases with any missing data, and subset the data frame Oslo to remove cases for two levels of the factor litho that occur with low frequency. The checks I run on my new data frame Oslo look OK, but I when I try to fit a multivariate linear model with lm(), I am getting an e...

When I install an R package with cpp codes such as rrcov via CRAN (under R 3.1.1, using no Makevars file and under Ubuntu 14.04 using GCC 4.8), the cpp code is compiled with the -o3 flag (in fact, looking at the Makeconf file this seem to again be the default since R 3.1.1) But when I install my own package via CRAN it is compiled with the -o2 flag....

...st divergent opinions. From what I understand there are two aspects to this classical parametric procedure: 1. Estimating the magnitude of the correlation: - the sample data should come from a bivariate normal distribution (?cor, ?cor.test, Dalgaard 2003, somewhat implied in many examples such as ?rrcov::maryo or Wilcox 2005) - the sample data should be (I presume univariate) normal (Crawley 2007) - the sample data can be of any distribution (if I understand correctly the `distribution-free' definition of correlation in Huber 1981, 2004) - the sample data could come from just about any bivaria...

Hi, I want to do a 2 sample hotelling's test but i can't figure out how. When i type T2.test it says there is no such test and when i tried library(rrcov) it says there is no such program. Cheers. -- View this message in context: http://r.789695.n4.nabble.com/How-to-do-Hotelling-s-t2-test-tp4128748p4128748.html Sent from the R help mailing list archive at Nabble.com.

...te.views('Robust') Warning message: In update.views("Robust") : The following packages are not available: covRobust, distr, FRB, MASS, mblm, multinomRob, mvoutlier, quantreg, RandVar, rgam, RobAStBase, robfilter, RobLox, RobRex, robust, RobustAFT, robustbase, ROptEst, ROptRegTS, rrcov, sandwich, wle > library(covRobust) > It is puzzling because — as the second command shows — the package covRobust is installed. Here is my > sessionInfo() R version 2.14.2 (2012-02-29) Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit) locale: [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C...

Dear R-helpers, First, double apologies because the question is not directly related to R, and also probably quite simple. I have observed (with many data) that given 2 series X and Y cor(X,Y) and cor(log(X), log(Y)) differs only very slightly. I suspect this is because log(x) is monotonous, ... but I am unable to demonstrate it. (perhaps it is also wrong ?). Would somebody here be able and

...veral packages fails during installation of help indices. The error is: "Error: invalid regular expression '^[[:blank:]]*" The packages for which installation failes, with the respective help files after which the error occurs: robustbase: NOxEmissions tuneR: lilyinput kernlab: kha rrcov: CovSest seewave: wasp Any ideas? btw, i just copied my colleague's installation folders to mine, and it seems to work; for me the problem is solved for now. But it would still be good to know what the problem is. Thanks, Rainer

...he error is : " tab <- table(pred = prediction, true = testset[,7]) Error in table(pred = prediction, true = testset[, 7]) : all arguments must have the same length" can you explain me the error please. When I apply the code at iris data it works perfect. But when I use fish data at rrcov library I am facing this error. Thanx a lot in advanced Mohammed Here is the code for modifying library (rrcov) data(fish) library(e1071) names(fish) [1] "Weight" "Length1" "Length2" "Length3" "Height" "Width" "Species&quo...

Hi, I am using robust regression, i.e. model.robust<-ltsreg(MXD~ORR,data=DATA). My question:- is there any way to determine the Robust Multiple R-Squared (as returned in the summary output in splus)? I found an equivalent model in the rrcov package which included R-square, residuals etc in it's list of components, but when I used this package the only results returned were equivalent to the LTS reg in the MASS package, which obviously indicates that the summary method does not work for this class of models. If required: ##The o...

I'm looking for something in R to fit a multivariate linear model robustly, using an M-estimator or any of the myriad of other robust methods for linear models implemented in robustbase or methods based on MCD or MVE covariance estimation (package rrcov). E.g., one can fit an mlm for the iris data as: iris.mod <- lm(cbind(Sepal.Length, Sepal.Width, Petal.Length, Petal.Width) ~ Species, data=iris) What I'd like is something like rlm() in MASS, but handling an mlm, e.g., iris.mod <- rmlm(cbind(Sepal.Length, Sepal.Width, Petal.Length, P...

...t; > > Yes, yes, yes!!! > > > > Note that rlm() or cov.rob() from recommended package > MASS will most > > probably be sufficient for your needs. > > > > For slightly newer methodology, look at package > 'robustbase', or also > > 'rrcov'. > > > > Martin Maechler, ETH Zurich > > > > BertG> -- Bert Gunter Genentech Non-Clinical Statistics > > BertG> South San Francisco, CA > > > > BertG> "The business of the statistician is to catalyze the > > Bert...

...package:proto, package:VGAM, package:stats4, package:splines, package:latticeExtra, package:RColorBrewer, package:doMC, package:multicore, package:foreach, package:codetools, package:iterators, package:abind, package:seqinr, package:mvbutils, mvb.session.info, package:tools, package:robust, package:rrcov, package:pcaPP, package:mvtnorm, package:robustbase, package:MASS, package:glmmML, package:playwith, package:grid, package:gWidgetsRGtk2, package:cairoDevice, package:lattice, package:gWidgets, package:graphics, package:grDevices, package:datasets, package:fortunes, package:sfsmisc, package:stats,...

...atrix : Version 0.999375-9 installed in /Library/Frameworks/R.framework/ Resources/library Version 0.999375-11 available at http://www.ibiblio.org/pub/languages/R/CRAN Update (y/N/c)? y ...<snip, all seems well>.... also installing the dependencies ‘sandwich’, ‘strucchange’, ‘vcd’, ‘rrcov’, ‘spam’ trying URL 'http://www.ibiblio.org/pub/languages/R/CRAN/bin/macosx/universal/contrib/2.7/sandwich_2.1-0.tgz' Content type 'application/x-gzip' length 678518 bytes (662 Kb) opened URL ================================================== downloaded 662 Kb trying URL 'http...

.... col[[2L]] for example in plot(x, type = "n", xlim = xlim, ylim = ylim, col = col[[1L]], ## << xlab = xlab, ylab = ylab, sub = sub, main = main, ...) Existing code should not be broken by this change. Yours, gs. >From valentin.todorov at chello.at: > library(rrcov) > > pc <- PcaProj(iris[,1:4], 3, scale=TRUE) > windows(8,5) > par(mfrow=c(1,2)) > biplot(pc) > > col <- list(xcol=as.numeric(iris[,5])+2, ycol="red") > biplot(pc, col=col) > -- G. Sawitzki StatLab Heidelberg Im Neuenheimer Feld 294 D 69120 Heidelberg...

Did the MASS package disappear? Specifically, I'm looking for a function to find the MCD (robust measure of shape and location) for a multi-dimensional data matrix. Anyone know anything about this? Thanks, Jo Jo Hardin Assistant Professor Department of Mathematics Pomona College 610 N. College Ave. Claremont, CA 91711 909-607-8717 jo.hardin@pomona.edu [[alternative

In the robust library of S+, it is possible to compute Rocke's constrained M-estimator of scatter and location. Can't find anything within R that does the same thing. Can someone tell me whether any package exists for computing it? Thanks. Rand Wilcox Professor Dept of Psychology University of Southern California Los Angeles, CA 90089-1061 FAX: 213-746-9082

Hi, Can we get the code for calculating Oja median for multivariate data Thanks and Regards Rahul Agarwal Analyst Equities Quantitative Research UBS_ISC, Hyderabad On Net: 19 533 6363 [[alternative HTML version deleted]]