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upgrade robustbase (0.99-4-1-1) unstable
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,7 +1,8 @@ | ||
| Package: robustbase | ||
| Version: 0.93-9 | ||
| VersionNote: Released 0.93-8 on 2021-06-02 to CRAN | ||
| Date: 2021-09-27 | ||
| Version: 0.99-4-1 | ||
| VersionNote: Released 0.99-4 on 2024-08-19, 0.99-3 on 2024-07-01 and | ||
| 0.99-2 on 2024-01-27 to CRAN | ||
| Date: 2024-09-24 | ||
| Title: Basic Robust Statistics | ||
| Authors@R: c(person("Martin","Maechler", role=c("aut","cre"), email="[email protected]", comment = c(ORCID = "0000-0002-8685-9910")) | ||
| , person("Peter", "Rousseeuw", role="ctb", comment = "Qn and Sn") | ||
|
|
@@ -20,7 +21,10 @@ Authors@R: c(person("Martin","Maechler", role=c("aut","cre"), email="maechler@st | |
| comment = "MM-, tau-, CM-, and MTL- nlrob") | ||
| , person("Maria", "Anna di Palma", role = "ctb", comment = "initial version of Comedian") | ||
| ) | ||
| URL: https://robustbase.R-forge.R-project.org/ | ||
| URL: https://robustbase.R-forge.R-project.org/, | ||
| https://R-forge.R-project.org/R/?group_id=59, | ||
| https://R-forge.R-project.org/scm/viewvc.php/pkg/robustbase/?root=robustbase, | ||
| svn://svn.r-forge.r-project.org/svnroot/robustbase/pkg/robustbase | ||
| BugReports: https://R-forge.R-project.org/tracker/?atid=302&group_id=59 | ||
| Description: "Essential" Robust Statistics. | ||
| Tools allowing to analyze data with robust methods. This includes | ||
|
|
@@ -38,7 +42,7 @@ EnhancesNote: linked to in man/*.Rd | |
| LazyData: yes | ||
| NeedsCompilation: yes | ||
| License: GPL (>= 2) | ||
| Packaged: 2021-09-27 07:40:12 UTC; maechler | ||
| Packaged: 2024-09-25 09:50:14 UTC; maechler | ||
| Author: Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), | ||
| Peter Rousseeuw [ctb] (Qn and Sn), | ||
| Christophe Croux [ctb] (Qn and Sn), | ||
|
|
@@ -51,4 +55,4 @@ Author: Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), | |
| Maria Anna di Palma [ctb] (initial version of Comedian) | ||
| Maintainer: Martin Maechler <[email protected]> | ||
| Repository: CRAN | ||
| Date/Publication: 2021-09-27 10:10:02 UTC | ||
| Date/Publication: 2024-09-27 15:30:02 UTC | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
|
|
@@ -50,13 +50,11 @@ covMcd <- function(x, | |
| logdet.Lrg <- 50 ## <-- FIXME add to rrcov.control() and then use that | ||
| ## Analyze and validate the input parameters ... | ||
| if(length(seed) > 0) { | ||
| if(length(seed) < 3 || seed[1L] < 100) | ||
| if(length(seed) < 3L || seed[1L] < 100L) | ||
| stop("invalid 'seed'. Must be compatible with .Random.seed !") | ||
| if(exists(".Random.seed", envir=.GlobalEnv, inherits=FALSE)) { | ||
| seed.keep <- get(".Random.seed", envir=.GlobalEnv, inherits=FALSE) | ||
| on.exit(assign(".Random.seed", seed.keep, envir=.GlobalEnv)) | ||
| } | ||
| assign(".Random.seed", seed, envir=.GlobalEnv) | ||
| if(!is.null(seed.keep <- get0(".Random.seed", envir = .GlobalEnv, inherits = FALSE))) | ||
| on.exit(assign(".Random.seed", seed.keep, envir = .GlobalEnv)) | ||
| assign(".Random.seed", seed, envir = .GlobalEnv) | ||
| } | ||
|
|
||
| ## For back compatibility, as some new args did not exist pre 2013-04, | ||
|
|
@@ -238,7 +236,13 @@ covMcd <- function(x, | |
| ans <- c(ans, cov.wt(x, wt = weights, cor=cor)) | ||
|
|
||
| if(sum.w != n) { | ||
| cdelta.rew <- .MCDcons(p, sum.w/n) ## VT::19.3.2007 | ||
| ## VT::05.04.2023 | ||
| ## The correct consistency correction factor for the reweighted estimate | ||
| ## would be .MCDcons(p, 0.975) and not .MCDcons(p, sum.w/n) - see mail from | ||
| ## Andreas Alfons from 29.01.2020 and Croux and Haesbroeck (1999), equations 4.1 and 4.2. | ||
| ## cdelta.rew <- .MCDcons(p, sum.w/n) ## VT::19.3.2007 | ||
| cdelta.rew <- .MCDcons(p, 0.975) | ||
|
|
||
| correct.rew <- if(use.correction) .MCDcnp2.rew(p, n, alpha) else 1. | ||
| cnp2 <- c(cdelta.rew, correct.rew) | ||
| ans$cov <- cdelta.rew * correct.rew * ans$cov | ||
|
|
@@ -270,7 +274,12 @@ covMcd <- function(x, | |
| ## the MCD location and scatter matrix, the latter being singular | ||
| ## (as it should be), as well as the equation of the hyperplane. | ||
|
|
||
| dim(mcd$coeff) <- c(5, p) | ||
| ## VT::31.08.2022 - raw.only was not implemeted for the case nsamp="deterministic" | ||
| ## (if the FORTRAN code is not called mcd$coeff and mcd$weights do not exist). | ||
| ## Reported by Aurore Archimbaud <[email protected]> | ||
| if(!is.null(mcd$coeff)) | ||
| dim(mcd$coeff) <- c(5, p) | ||
|
|
||
| ans$cov <- ans$raw.cov <- mcd$initcovariance | ||
| ans$center <- ans$raw.center <- as.vector(mcd$initmean) | ||
|
|
||
|
|
@@ -280,9 +289,7 @@ covMcd <- function(x, | |
| } | ||
| ans$n.obs <- n | ||
|
|
||
| if(raw.only) { | ||
| ans$raw.only <- TRUE | ||
| } else { | ||
| if(mcd$exactfit != 0) { | ||
| ## no longer relevant: | ||
| ## if(mcd$exactfit == -1) | ||
| ## stop("The program allows for at most ", mcd$kount, " observations.") | ||
|
|
@@ -297,15 +304,27 @@ covMcd <- function(x, | |
| ans$singularity <- | ||
| list(kind = "on.hyperplane", exactCode = mcd$exactfit, | ||
| p = p, h = h, count = mcd$kount, coeff = mcd$coeff[1,]) | ||
|
|
||
| ans$crit <- -Inf # = log(0) | ||
| weights <- mcd$weights | ||
|
|
||
| } else { | ||
| ## VT::31.08.2022 - raw.only was not implemeted for the case nsamp="deterministic" | ||
| ans$raw.only <- TRUE | ||
| ans$crit <- mcd$mcdestimate | ||
| weights <- mcd$weights | ||
| if(is.null(mcd$weights)) { | ||
| ## FIXME? here, we assume that mcd$initcovariance is not singular: | ||
| mah <- mahalanobis(x, mcd$initmean, mcd$initcovariance, tol = tolSolve) | ||
| weights <- wgtFUN(mah) | ||
| } | ||
| } | ||
| ans$alpha <- alpha | ||
| ans$quan <- h | ||
| if(names && !is.null(nms <- dimn[[2]])) { | ||
| names(ans$raw.center) <- nms | ||
| dimnames(ans$raw.cov) <- list(nms,nms) | ||
| } | ||
| ans$crit <- -Inf # = log(0) | ||
| weights <- mcd$weights | ||
|
|
||
| } ## end (raw.only || exact fit) | ||
|
|
||
|
|
@@ -322,7 +341,12 @@ covMcd <- function(x, | |
| ## Compute and apply the consistency correction factor for | ||
| ## the reweighted cov | ||
| if(!sing.rewt && sum.w != n) { | ||
| cdelta.rew <- .MCDcons(p, sum.w/n) ## VT::19.3.2007 | ||
| ## VT::05.04.2023 | ||
| ## The correct consistency correction factor for the reweighted estimate | ||
| ## would be .MCDcons(p, 0.975) and not .MCDcons(p, sum.w/n) - see mail from | ||
| ## Andreas Alfons from 29.01.2020 and Croux and Haesbroeck (1999), equations 4.1 and 4.2. | ||
| ## cdelta.rew <- .MCDcons(p, sum.w/n) ## VT::19.3.2007 | ||
| cdelta.rew <- .MCDcons(p, 0.975) | ||
| correct.rew <- if(use.correction) .MCDcnp2.rew(p, n, alpha) else 1. | ||
| cnp2 <- c(cdelta.rew, correct.rew) | ||
| ans$cov <- cdelta.rew * correct.rew * ans$cov | ||
|
|
@@ -519,11 +543,11 @@ print.mcd <- function(x, digits = max(3, getOption("digits") - 3), print.gap = 2 | |
| "\n", sep="") | ||
| ## VT::29.03.2007 - solve a conflict with fastmcd() in package robust - | ||
| ## also returning an object of class "mcd" | ||
| xx <- NA | ||
| if(!is.null(x$crit)) | ||
| xx <- format(x$crit, digits = digits) | ||
| else if (!is.null(x$raw.objective)) | ||
| xx <- format(log(x$raw.objective), digits = digits) | ||
| xx <- if(!is.null(x$crit)) | ||
| format(x$crit, digits = digits) | ||
| else if (!is.null(x$raw.objective)) | ||
| format(log(x$raw.objective), digits = digits) | ||
| else NA | ||
| cat("Log(Det.): ", xx , "\n\nRobust Estimate of Location:\n") | ||
| print(x$center, digits = digits, print.gap = print.gap, ...) | ||
| cat("Robust Estimate of Covariance:\n") | ||
|
|
@@ -573,7 +597,7 @@ print.summary.mcd <- | |
| ##' (see calfa in Croux and Haesbroeck) | ||
| ##' @param p | ||
| ##' @param alpha alpha ~= h/n = quan/n | ||
| ##' also use for the reweighted MCD, calling with alpha = 'sum(weights)/n' | ||
| ##' also use for the reweighted MCD, calling with alpha = 0.975 | ||
| MCDcons <- # <- *not* exported, but currently used in pkgs rrcov, rrcovNA | ||
| .MCDcons <- function(p, alpha) | ||
| { | ||
|
|
||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,38 @@ | ||
| ## trimmed mad := trimmed *[M]ean* of [A]bsolute [D]eviations (from the median; more generally 'center') | ||
| ## = === {no default for trim on purpose} | ||
| tmad <- function(x, center = median(x), trim, na.rm = FALSE) | ||
| { | ||
| stopifnot(is.numeric(trim), length(trim) == 1L, 0 <= trim, trim <= 0.5) | ||
| if(na.rm) | ||
| x <- x[!is.na(x)] | ||
| ## TODO: consistency correction (for non-large) 'n' as a function of trim | ||
| ## ---- not needed for huberize() though | ||
| ## n <- length(x) | ||
| mean(abs(x - center), trim=trim) | ||
| } | ||
|
|
||
| ## Estimates mu (optionally, via huberM(.)) and sigma of x | ||
| ## x: without NA: na.rm=TRUE must have happened | ||
| ## sets boundaries at M +/- c*sigma | ||
| ## sets outliers to be equal to lower/upper boundaries | ||
| huberize <- function(x, M = huberM(x, k=k)$mu, c = k, | ||
| trim = (5:1)/16, # Lukas Graz' MSc thesis had c(0.25, 0.15, 0.075) | ||
| k = 1.5, | ||
| warn0 = getOption("verbose"), saveTrim = TRUE) | ||
| { | ||
| stopifnot(is.numeric(M), length(M) == 1, | ||
| length(trim) >= 1, trim >= 0, diff(trim) < 0) # trim must be strictly decreasing | ||
| qn. <- Qn(x) | ||
| j <- 0L | ||
| while(!is.na(qn.) && qn. == 0 && j < length(trim)) | ||
| qn. <- tmad(x, center = M, trim = trim[j <- j+1L]) | ||
| ## ~~~~ | ||
| if(qn. == 0 && warn0) | ||
| warning(sprintf("Qn(x) == 0 and tmad(x, trim=%g) == 0", trim[j])) | ||
| upper <- M + qn.*c # qnorm(c,lower.tail = F) | ||
| lower <- M - qn.*c | ||
| x[x > upper] <- upper | ||
| x[x < lower] <- lower | ||
| ## store the final 'trim' used (if there was one) as attribute: | ||
| if(j && saveTrim) structure(x, trim = trim[j]) else x | ||
| } |
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