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Computational Statistics & Data Analysis
Volume 51, Issue 2, 15 November 2006, Pages 737-746
 
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doi:10.1016/j.csda.2006.03.012    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2006 Elsevier B.V. All rights reserved.

Robust centroid method

V. ChoulakianCorresponding Author Contact Information, a, E-mail The Corresponding Author, J. Allarda and J. Almhanaa

aDépt. de math/statistique, Université de Moncton, Canada

Received 23 March 2006; 
accepted 23 March 2006. 
Available online 4 May 2006.

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Abstract

This paper describes a robust centroid method, which is a variant of principal component analysis. A genetic local search algorithm is presented to perform the calculations. Simulations are carried out to appraise the performance of the genetic local search algorithm. A real data set with missing data and multiple outliers is analyzed.

Keywords: Genetic algorithm; L1; PCA; Missing data; Robustification; Centroid method; A-estimator of scale; Interpretable pc; Extended simple structure

Article Outline

1. Introduction
2. The robust centroid method
3. Genetic local search algorithm for the robust centroid method
3.1. Performance of the GLSA
4. Examples
4.1. Concentrations of analytes in soil
4.2. Hawkins–Bradu–Kass data set
5. Conclusion
Acknowledgements
References




 
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