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Multivariate L1 methods: the package MNM
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نویسنده
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nordhausen k. ,oja h.
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منبع
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journal of statistical software - 2011 - دوره : 43 - - کد همایش: - صفحه:1 -28
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چکیده
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In the paper we present an r package mnm dedicated to multivariate data analysis based on the l1 norm. the analysis proceeds very much as does a traditional multivariate analysis. the regular l2 norm is just replaced by different l1 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 brie y 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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کلیدواژه
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Least absolute deviation; Mean deviation; Mean difference; Multivariate linear regression; R; Shape matrix; Spatial rank; Spatial sign; Spatial signed-rank; Transformationretransformation method
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آدرس
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school of health sciences,university of tampere,33014 university of tampere, Finland, school of health sciences,university of tampere,33014 university of tampere, Finland
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Authors
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