A1 Vertaisarvioitu alkuperäisartikkeli tieteellisessä lehdessä
Multivariate L-1 Methods: The Package MNM
Tekijät: Nordhausen K, Oja H
Kustantaja: JOURNAL STATISTICAL SOFTWARE
Julkaisuvuosi: 2011
Journal: Journal of Statistical Software
Tietokannassa oleva lehden nimi: JOURNAL OF STATISTICAL SOFTWARE
Lehden akronyymi: J STAT SOFTW
Vuosikerta: 43
Numero: 5
Aloitussivu: 1
Lopetussivu: 28
Sivujen määrä: 28
ISSN: 1548-7660
Tiivistelmä
In the paper we present an R package MNM dedicated to multivariate data analysis based on the L-1 norm. The analysis proceeds very much as does a traditional multivariate analysis. The regular L-2 norm is just replaced by different L-1 norms, observation vectors are replaced by their (standardized and centered) spatial signs, spatial ranks, and spatial signed-ranks, and so on. The procedures are fairly efficient and robust, and no moment assumptions are needed for asymptotic approximations. The background theory is briefly explained in the multivariate linear regression model case, and the use of the package is illustrated with several examples using the R package MNM.
In the paper we present an R package MNM dedicated to multivariate data analysis based on the L-1 norm. The analysis proceeds very much as does a traditional multivariate analysis. The regular L-2 norm is just replaced by different L-1 norms, observation vectors are replaced by their (standardized and centered) spatial signs, spatial ranks, and spatial signed-ranks, and so on. The procedures are fairly efficient and robust, and no moment assumptions are needed for asymptotic approximations. The background theory is briefly explained in the multivariate linear regression model case, and the use of the package is illustrated with several examples using the R package MNM.
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