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R version 2.4.0 Patched (2006-10-03 r39576)
Copyright (C) 2006 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(robustbase)
>
> ## minimal testing only
> data(ruspini, package = "cluster")
>
> rub1 <- covOGK(ruspini, 1, scaleTau2, covGK, hard.rejection, consistency=FALSE)
> rub2 <- covOGK(ruspini, 2, scaleTau2, covGK, hard.rejection, consistency=FALSE)
>
> AE <- function(x,y) all.equal(x,y, tolerance = 2e-15)
> ## The following test is already fulfilled by Kjell Konis' original code:
> stopifnot(AE(c(rub1$wcov)[c(1,3:4)],
+ c(917.99893333333, 94.9232, 2340.319288888888)),
+ all.equal(rub1$wcov, rub2$wcov, tolerance=0)
+ ,
+ AE(c(rub1$cov)[c(1,3:4)],
+ c(923.5774514441657, 91.5385216376565, 2342.4556232436971))
+ ,
+ AE(c(rub2$cov)[c(1,3:4)],
+ c(927.2465953711782, 91.8009184487779, 2346.5790105548940))
+ )
>
> data(milk)
> cM1 <- covOGK(milk, 1, sigmamu = scaleTau2, weight.fn = hard.rejection)
> cM2 <- covOGK(milk, 2, sigmamu = scaleTau2, weight.fn = hard.rejection)
>
> symnum(cov2cor(cM1 $cov))
[1,] 1
[2,] 1
[3,] . . 1
[4,] . * 1
[5,] . . * * 1
[6,] . . * * * 1
[7,] . . . . . . 1
[8,] . , . . . . 1
attr(,"legend")
[1] 0 ‘ ’ 0.3 ‘.’ 0.6 ‘,’ 0.8 ‘+’ 0.9 ‘*’ 0.95 ‘B’ 1
> symnum(cov2cor(cM2 $cov))
[1,] 1
[2,] 1
[3,] . . 1
[4,] . . B 1
[5,] . . * * 1
[6,] . . B * * 1
[7,] . , . . . . 1
[8,] . . . . . . 1
attr(,"legend")
[1] 0 ‘ ’ 0.3 ‘.’ 0.6 ‘,’ 0.8 ‘+’ 0.9 ‘*’ 0.95 ‘B’ 1
> symnum(cov2cor(cM1 $wcov))
X1 X2 X3 X4 X5 X6 X7 X8
X1 1
X2 1
X3 1
X4 B 1
X5 * * 1
X6 * * * 1
X7 . . 1
X8 . . . . . . 1
attr(,"legend")
[1] 0 ‘ ’ 0.3 ‘.’ 0.6 ‘,’ 0.8 ‘+’ 0.9 ‘*’ 0.95 ‘B’ 1
> symnum(cov2cor(cM2 $wcov))
X1 X2 X3 X4 X5 X6 X7 X8
X1 1
X2 1
X3 1
X4 . B 1
X5 * B 1
X6 B B B 1
X7 . , . . . . 1
X8 . . . . . . 1
attr(,"legend")
[1] 0 ‘ ’ 0.3 ‘.’ 0.6 ‘,’ 0.8 ‘+’ 0.9 ‘*’ 0.95 ‘B’ 1
>
> cMQn <- covOGK(milk, sigmamu = s_Qn, weight.fn = hard.rejection)
> cMSn <- covOGK(milk, sigmamu = s_Sn, weight.fn = hard.rejection)
> cMiqr <- covOGK(milk, sigmamu = s_IQR, weight.fn = hard.rejection)
> cMmad <- covOGK(milk, sigmamu = s_mad, weight.fn = hard.rejection)
>
> as.dist(round(cov2cor(cMQn$wcov), 3))
X1 X2 X3 X4 X5 X6 X7
X2 0.091
X3 0.227 0.187
X4 0.288 0.176 0.964
X5 0.256 0.132 0.943 0.952
X6 0.241 0.196 0.954 0.956 0.957
X7 0.445 0.634 0.360 0.372 0.377 0.370
X8 0.014 0.452 0.440 0.380 0.340 0.350 0.479
> as.dist(round(cov2cor(cMSn$wcov), 3))
X1 X2 X3 X4 X5 X6 X7
X2 0.096
X3 0.242 0.219
X4 0.305 0.200 0.960
X5 0.269 0.142 0.945 0.952
X6 0.260 0.233 0.948 0.953 0.964
X7 0.445 0.636 0.391 0.399 0.395 0.408
X8 0.020 0.448 0.453 0.384 0.331 0.360 0.484
> as.dist(round(cov2cor(cMiqr$wcov), 3))
X1 X2 X3 X4 X5 X6 X7
X2 0.162
X3 0.181 0.215
X4 0.225 0.199 0.964
X5 0.210 0.140 0.945 0.954
X6 0.187 0.239 0.950 0.951 0.954
X7 0.453 0.660 0.350 0.354 0.355 0.367
X8 0.111 0.454 0.470 0.407 0.345 0.404 0.516
> as.dist(round(cov2cor(cMmad$wcov), 3))
X1 X2 X3 X4 X5 X6 X7
X2 0.077
X3 0.228 0.175
X4 0.289 0.159 0.962
X5 0.257 0.092 0.945 0.952
X6 0.238 0.189 0.954 0.956 0.962
X7 0.451 0.588 0.345 0.358 0.353 0.358
X8 -0.003 0.392 0.488 0.412 0.353 0.380 0.439
>
>
> cat('Time elapsed: ', proc.time(),'\n') # for ``statistical reasons''
Time elapsed: 1.925 0.07 2.512 0 0
>
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