OutlierSign2-class function

Class "OutlierSign2" - Outlier identification in high dimensions using the SIGN2 algorithm

Fast algorithm for identifying multivariate outliers in high-dimensional and/or large datasets, using spatial signs, see Filzmoser, Maronna, and Werner (CSDA, 2007). The computation of the distances is based on principal components. 1.1

class

Objects from the Class

Objects can be created by calls of the form new("OutlierSign2", ...) but the usual way of creating OutlierSign2 objects is a call to the function OutlierSign2() which serves as a constructor.

Slots

• covobj:: A list containing intermediate results of the SIGN2 algorithm for each class
• call, counts, grp, wt, flag, method, singularity:: from the "Outlier" class.

Extends

Class "Outlier", directly.

Methods

• getCutoff: Return the cutoff value used to identify outliers
• getDistance: Return a vector containing the computed distances

References

P. Filzmoser, R. Maronna and M. Werner (2008). Outlier identification in high dimensions, Computational Statistics & Data Analysis, Vol. 52 1694--1711.

Filzmoser P & Todorov V (2013). Robust tools for the imperfect world, Information Sciences 245 , 4--20. tools:::Rd_expr_doi("10.1016/j.ins.2012.10.017") .

Author(s)

Valentin Todorov valentin.todorov@chello.at

See Also

OutlierSign2, OutlierSign1, Outlier

Examples

showClass("OutlierSign2")