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class TRobustEstimator: public TObject


  TRobustEstimator

 Minimum Covariance Determinant Estimator - a Fast Algorithm
 invented by Peter J.Rousseeuw and Katrien Van Dreissen
 "A Fast Algorithm for the Minimum covariance Determinant Estimator"
 Technometrics, August 1999, Vol.41, NO.3

Function Members (Methods)

public:

virtual	~TRobustEstimator()
void	TObject::AbstractMethod(const char* method) const
void	AddColumn(Double_t* col)
void	AddRow(Double_t* row)
virtual void	TObject::AppendPad(Option_t* option = "")
virtual void	TObject::Browse(TBrowser* b)
static TClass*	Class()
virtual const char*	TObject::ClassName() const
virtual void	TObject::Clear(Option_t* = "")
virtual TObject*	TObject::Clone(const char* newname = "") const
virtual Int_t	TObject::Compare(const TObject* obj) const
virtual void	TObject::Copy(TObject& object) const
virtual void	TObject::Delete(Option_t* option = "")MENU
virtual Int_t	TObject::DistancetoPrimitive(Int_t px, Int_t py)
virtual void	TObject::Draw(Option_t* option = "")
virtual void	TObject::DrawClass() constMENU
virtual TObject*	TObject::DrawClone(Option_t* option = "") constMENU
virtual void	TObject::Dump() constMENU
virtual void	TObject::Error(const char* method, const char* msgfmt) const
void	Evaluate()
void	EvaluateUni(Int_t nvectors, Double_t* data, Double_t& mean, Double_t& sigma, Int_t hh = 0)
virtual void	TObject::Execute(const char* method, const char* params, Int_t* error = 0)
virtual void	TObject::Execute(TMethod* method, TObjArray* params, Int_t* error = 0)
virtual void	TObject::ExecuteEvent(Int_t event, Int_t px, Int_t py)
virtual void	TObject::Fatal(const char* method, const char* msgfmt) const
virtual TObject*	TObject::FindObject(const char* name) const
virtual TObject*	TObject::FindObject(const TObject* obj) const
Int_t	GetBDPoint()
Double_t	GetChiQuant(Int_t i) const
const TMatrixDSym*	GetCorrelation() const
void	GetCorrelation(TMatrixDSym& matr)
const TMatrixDSym*	GetCovariance() const
void	GetCovariance(TMatrixDSym& matr)
const TMatrixD&	GetData()
virtual Option_t*	TObject::GetDrawOption() const
static Long_t	TObject::GetDtorOnly()
const TVectorD*	GetHyperplane() const
void	GetHyperplane(TVectorD& vec)
virtual const char*	TObject::GetIconName() const
const TVectorD*	GetMean() const
void	GetMean(TVectorD& means)
virtual const char*	TObject::GetName() const
Int_t	GetNHyp()
Int_t	GetNOut()
Int_t	GetNumberObservations() const
Int_t	GetNvar() const
virtual char*	TObject::GetObjectInfo(Int_t px, Int_t py) const
static Bool_t	TObject::GetObjectStat()
virtual Option_t*	TObject::GetOption() const
const TArrayI*	GetOuliers() const
const TVectorD*	GetRDistances() const
void	GetRDistances(TVectorD& rdist)
virtual const char*	TObject::GetTitle() const
virtual UInt_t	TObject::GetUniqueID() const
virtual Bool_t	TObject::HandleTimer(TTimer* timer)
virtual ULong_t	TObject::Hash() const
virtual void	TObject::Info(const char* method, const char* msgfmt) const
virtual Bool_t	TObject::InheritsFrom(const char* classname) const
virtual Bool_t	TObject::InheritsFrom(const TClass* cl) const
virtual void	TObject::Inspect() constMENU
void	TObject::InvertBit(UInt_t f)
virtual TClass*	IsA() const
virtual Bool_t	TObject::IsEqual(const TObject* obj) const
virtual Bool_t	TObject::IsFolder() const
Bool_t	TObject::IsOnHeap() const
virtual Bool_t	TObject::IsSortable() const
Bool_t	TObject::IsZombie() const
virtual void	TObject::ls(Option_t* option = "") const
void	TObject::MayNotUse(const char* method) const
virtual Bool_t	TObject::Notify()
void	TObject::Obsolete(const char* method, const char* asOfVers, const char* removedFromVers) const
void	TObject::operator delete(void* ptr)
void	TObject::operator delete(void* ptr, void* vp)
void	TObject::operator delete[](void* ptr)
void	TObject::operator delete[](void* ptr, void* vp)
void*	TObject::operator new(size_t sz)
void*	TObject::operator new(size_t sz, void* vp)
void*	TObject::operator new[](size_t sz)
void*	TObject::operator new[](size_t sz, void* vp)
TRobustEstimator&	operator=(const TRobustEstimator&)
virtual void	TObject::Paint(Option_t* option = "")
virtual void	TObject::Pop()
virtual void	TObject::Print(Option_t* option = "") const
virtual Int_t	TObject::Read(const char* name)
virtual void	TObject::RecursiveRemove(TObject* obj)
void	TObject::ResetBit(UInt_t f)
virtual void	TObject::SaveAs(const char* filename = "", Option_t* option = "") constMENU
virtual void	TObject::SavePrimitive(ostream& out, Option_t* option = "")
void	TObject::SetBit(UInt_t f)
void	TObject::SetBit(UInt_t f, Bool_t set)
virtual void	TObject::SetDrawOption(Option_t* option = "")MENU
static void	TObject::SetDtorOnly(void* obj)
static void	TObject::SetObjectStat(Bool_t stat)
virtual void	TObject::SetUniqueID(UInt_t uid)
virtual void	ShowMembers(TMemberInspector& insp) const
virtual void	Streamer(TBuffer&)
void	StreamerNVirtual(TBuffer& ClassDef_StreamerNVirtual_b)
virtual void	TObject::SysError(const char* method, const char* msgfmt) const
Bool_t	TObject::TestBit(UInt_t f) const
Int_t	TObject::TestBits(UInt_t f) const
	TRobustEstimator()
	TRobustEstimator(const TRobustEstimator&)
	TRobustEstimator(Int_t nvectors, Int_t nvariables, Int_t hh = 0)
virtual void	TObject::UseCurrentStyle()
virtual void	TObject::Warning(const char* method, const char* msgfmt) const
virtual Int_t	TObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0)
virtual Int_t	TObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0) const

protected:

void	AddToSscp(TMatrixD& sscp, TVectorD& vec)
void	Classic()
void	ClearSscp(TMatrixD& sscp)
void	Correl()
void	Covar(TMatrixD& sscp, TVectorD& m, TMatrixDSym& cov, TVectorD& sd, Int_t nvec)
void	CreateOrtSubset(TMatrixD& dat, Int_t* index, Int_t hmerged, Int_t nmerged, TMatrixD& sscp, Double_t* ndist)
void	CreateSubset(Int_t ntotal, Int_t htotal, Int_t p, Int_t* index, TMatrixD& data, TMatrixD& sscp, Double_t* ndist)
Double_t	CStep(Int_t ntotal, Int_t htotal, Int_t* index, TMatrixD& data, TMatrixD& sscp, Double_t* ndist)
virtual void	TObject::DoError(int level, const char* location, const char* fmt, va_list va) const
Int_t	Exact(Double_t* ndist)
Int_t	Exact2(TMatrixD& mstockbig, TMatrixD& cstockbig, TMatrixD& hyperplane, Double_t* deti, Int_t nbest, Int_t kgroup, TMatrixD& sscp, Double_t* ndist)
Double_t	KOrdStat(Int_t ntotal, Double_t* arr, Int_t k, Int_t* work)
void	TObject::MakeZombie()
Int_t	Partition(Int_t nmini, Int_t* indsubdat)
Int_t	RDist(TMatrixD& sscp)
void	RDraw(Int_t* subdat, Int_t ngroup, Int_t* indsubdat)

Data Members

public:

static TObject::(anonymous)	TObject::kBitMask
static TObject::EStatusBits	TObject::kCanDelete
static TObject::EStatusBits	TObject::kCannotPick
static TObject::EStatusBits	TObject::kHasUUID
static TObject::EStatusBits	TObject::kInvalidObject
static TObject::(anonymous)	TObject::kIsOnHeap
static TObject::EStatusBits	TObject::kIsReferenced
static TObject::EStatusBits	TObject::kMustCleanup
static TObject::EStatusBits	TObject::kNoContextMenu
static TObject::(anonymous)	TObject::kNotDeleted
static TObject::EStatusBits	TObject::kObjInCanvas
static TObject::(anonymous)	TObject::kOverwrite
static TObject::(anonymous)	TObject::kSingleKey
static TObject::(anonymous)	TObject::kWriteDelete
static TObject::(anonymous)	TObject::kZombie

protected:

TMatrixDSym	fCorrelation	correlation matrix
TMatrixDSym	fCovariance	covariance matrix estimate
TMatrixD	fData	the original data
Int_t	fExact	if there was an exact fit, stores the number of points on a hyperplane
Int_t	fH	algorithm parameter, determining the subsample size
TVectorD	fHyperplane	in case more than fH observations lie on a hyperplane
TMatrixDSym	fInvcovariance	inverse of the covariance matrix
TVectorD	fMean	location estimate (mean values)
Int_t	fN	number of observations
Int_t	fNvar	number of variables
TArrayI	fOut	array of indexes of ouliers, size <0.5*n
TVectorD	fRd	array of robust distances, size n
TVectorD	fSd	array of standard deviations
Int_t	fVarTemp	number of variables already added to the data matrix
Int_t	fVecTemp	number of observations already added to the data matrix

Class Charts

Inheritance Chart:

TObject

←

TRobustEstimator

Function documentation

void AddToSscp(TMatrixD& sscp, TVectorD& vec)

functions needed for evaluation

void ClearSscp(TMatrixD& sscp)

void Classic()

void Covar(TMatrixD& sscp, TVectorD& m, TMatrixDSym& cov, TVectorD& sd, Int_t nvec)

void Correl()

void CreateSubset(Int_t ntotal, Int_t htotal, Int_t p, Int_t* index, TMatrixD& data, TMatrixD& sscp, Double_t* ndist)

Double_t CStep(Int_t ntotal, Int_t htotal, Int_t* index, TMatrixD& data, TMatrixD& sscp, Double_t* ndist)

Int_t Exact(Double_t* ndist)

Int_t Exact2(TMatrixD& mstockbig, TMatrixD& cstockbig, TMatrixD& hyperplane, Double_t* deti, Int_t nbest, Int_t kgroup, TMatrixD& sscp, Double_t* ndist)

Int_t RDist(TMatrixD& sscp)

void RDraw(Int_t* subdat, Int_t ngroup, Int_t* indsubdat)

Double_t KOrdStat(Int_t ntotal, Double_t* arr, Int_t k, Int_t* work)

TRobustEstimator()

TRobustEstimator(Int_t nvectors, Int_t nvariables, Int_t hh = 0)

virtual ~TRobustEstimator()

{;}

void AddColumn(Double_t* col)

void AddRow(Double_t* row)

void Evaluate()

void EvaluateUni(Int_t nvectors, Double_t* data, Double_t& mean, Double_t& sigma, Int_t hh = 0)

Int_t GetBDPoint()

const TMatrixD & GetData()

 returns a reference to the data matrix

{ return fData; }

void GetCovariance(TMatrixDSym& matr)

const TMatrixDSym* GetCovariance() const

{return &fCovariance;}

void GetCorrelation(TMatrixDSym& matr)

const TMatrixDSym* GetCorrelation() const

{return &fCorrelation;}

void GetHyperplane(TVectorD& vec)

const TVectorD* GetHyperplane() const

Int_t GetNHyp()

{return fExact;}

void GetMean(TVectorD& means)

const TVectorD* GetMean() const

{return &fMean;}

void GetRDistances(TVectorD& rdist)

const TVectorD* GetRDistances() const

{return &fRd;}

Int_t GetNumberObservations() const

{return fN;}

Int_t GetNvar() const

{return fNvar;}

const TArrayI* GetOuliers() const

{return &fOut;}

Int_t GetNOut()

ONLY those with robust distances significantly larger than the
cutoff value, should be considered outliers!

Double_t GetChiQuant(Int_t i) const