Fast MCD by Rousseeuw and Van Driessen | |
Number of Variables | 4 |
Number of Observations | 75 |
Default Value for h | 40 |
Specified Value for h | 40 |
Breakdown Value | 48.00 |
- Highest Possible Breakdown Value - |
Classical Nonrobust Estimates |
Classical Mean | |||
VAR1 | VAR2 | VAR3 | VAR4 |
3.2066666667 | 5.5973333333 | 7.2306666667 | 1.2786666667 |
Median and MAD | ||
Median | MAD | |
VAR1 | 1.8 | 1.3 |
VAR2 | 2.2 | 1.1 |
VAR3 | 2.1 | 1.2 |
VAR4 | 0.1 | 0.6 |
MCD Estimates (Obtained by Subsampling and Iteration) |
MCD Location Estimate | |||
VAR1 | VAR2 | VAR3 | VAR4 |
1.555 | 1.9575 | 1.7525 | -0.06 |
Average of 40 Selected Points |
The MCD scatter matrix is multiplied by a factor to make it consistent when all the data come from a single Gaussian distribution. |
Reweighted Location Estimate | |||
VAR1 | VAR2 | VAR3 | VAR4 |
1.4857142857 | 1.9178571429 | 1.7107142857 | -0.046428571 |
Eigenvalues | |||
VAR1 | VAR2 | VAR3 | VAR4 |
1.3902229288 | 0.9472287772 | 0.9302960592 | 0.2341353518 |
_type_ | _NAME_ | x1 | x2 | x3 | y |
COV | x1 | 1.1009 | 0.1434 | 0.2169 | 0.1277 |
COV | x2 | 0.1434 | 1.0175 | 0.1042 | -0.0501 |
COV | x3 | 0.2169 | 0.1042 | 1.0752 | -0.1695 |
COV | y | 0.1277 | -0.0501 | -0.1695 | 0.3084 |
MEAN | 1.4857 | 1.9179 | 1.7107 | -0.0464 | |
N | 75.0000 | 75.0000 | 75.0000 | 75.0000 |