Copyright © 2006 Elsevier B.V. All rights reserved.
Robust centroid method
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







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