[RsR] port of LIBRA toolbox to R
Martin Maechler
m@ech|er @end|ng |rom @t@t@m@th@ethz@ch
Sun Feb 4 20:42:33 CET 2007
Hi Tobias and everyone else
((BTW: "anybody home?" , you've all been so quiet recently ..))
>>>>> "TobiasV" == Tobias Verbeke <tobias.verbeke using gmail.com>
>>>>> on Thu, 01 Feb 2007 21:43:58 +0100 writes:
TobiasV> Hi Martin, Martin Maechler wrote:
>>>>>>> "Peter" == Peter Filzmoser
>>>>>>> <P.Filzmoser using tuwien.ac.at> on Mon, 22 Jan 2007
>>>>>>> 08:15:11 +0100 writes:
>>
Peter> Dear Tobias, This is very good news. Your work will
Peter> be an important contribution to the project.
>> Indeed; thank you Tobias (and Mia and Sabine)!
>>
>> In the mean-time, I've studied a bit the "function list"
>> of LIBRA, and found that quite a few functions there seem
>> to be there just because matlab is not R ("base + stats +
>> MASS"); Several other ones have now been part of
>> 'robustbase' for a while. Most of the remaining
>> functions where a port would seem very valuable are I
>> think related to robust PCA and versions thereof.
TobiasV> You're (of course) right that most of the basic
TobiasV> LIBRA functionality is already present in the named
TobiasV> R packages. As far as robust PCA is concerned, Mia
TobiasV> and Sabine also agree that this is the lion's part
TobiasV> of the job. They argued in the first place for the
TobiasV> inclusion of `robpca' [1] as it appears to stand
TobiasV> competition well amongst MCD-based methods.
TobiasV> Mia, Sabine and myself already had a discussion
TobiasV> function by function on what is and is not yet
TobiasV> available. Here is a summary which also reflects
TobiasV> priority (no logic in there) on my TODO list:
Thanks a lot, that's very useful!
TobiasV> (1) For the moment I am working on the medcouple
TobiasV> and the skewness adjusted version of the boxplot
TobiasV> which would both be candidates for inclusion in
TobiasV> robustbase.
TobiasV> (2) Next, I plan to address `robpca', also
TobiasV> candidate for robustbase (cf. supra). Mia and
TobiasV> Sabine are reconsidering for the moment more
TobiasV> efficient algorithms for the cross-validated PRESS
TobiasV> value used that are not yet part of the current
TobiasV> version of MATLAB LIBRA. Together with robpca, some
TobiasV> diagnostic plots for robust PCA were developed
TobiasV> which could be added as well.
Yes; though I think the computation and plotting should
typically well separated, in typical S style
Foo() computes an object of class "Foo" which has
a print() [S3] or show() [S4] and a plot() method,
and possibly a summary() {which produces a "summaryFoo" object that
prints with a print.summary.Foo() methods}.
TobiasV> (3) Work towards integration (if not yet present)
TobiasV> in robustbase of multivariate linear models. A
TobiasV> design allowing the specification of different
TobiasV> robust covariance matrices to be used might offer
TobiasV> the flexibility R people are used to. This
TobiasV> corresponds to the (MCD-only) function `Mcdregres'
TobiasV> in LIBRA.
good point and very welcome: Traditional regression with lm() works
multi-variately "built-in". From lmrob() this has been one of
the several "TODO" items...
TobiasV> (4) robustified versions of traditional
TobiasV> classification methods (robust discriminant
TobiasV> analysis [`rda'] etc.). Should not be part of
TobiasV> robustbase and will be packaged separately as more
TobiasV> recent classification methods outperform these
TobiasV> traditional methods.
Yes, indeed. I forgot to mention these in my first e-mail.
TobiasV> (5) robust versions of popular methods in
TobiasV> chemometrics such as `rsimpls', `rpcr', etc. These
TobiasV> again are no candidate for inclusion in robustbase
TobiasV> and are planned to be packaged separately.
TobiasV> Kind regards, Tobias
I wish you a good start, and am glad to collaborate .. in about
5 weeks since I'm very busy just now before the DSC meeting in
Auckland and subsequent long vacations...
Martin
TobiasV> [1] Hubert, M., Rousseeuw, P.J., Vanden Branden,
TobiasV> K. (2005). ROBPCA: a new approach to robust
TobiasV> principal component analysis, Technometrics, 47,
TobiasV> 64-79.
>> One question that may become interesting a bit later
>> (when speed & memory performance may be considered) is
>> how much of the code can be and should be built on the
>> fast-MCD code from robustbase. I still have plans to
>> translate that to C and "export its API" since nowadays R
>> packages *can* export their C API, i.e. have other R
>> packages' C or R code directly call the C code of the
>> first package.
>>
>> Regards, Martin
>>
Peter> Tobias Verbeke wrote:
>> >> Dear R-SIG-Robust,
>> >>
>> >> I am happy to announce that Mia Hubert and Sabine >>
>> Verboven decided to let me port all of the LIBRA >>
>> functionality (cf. >>
>> http://wis.kuleuven.be/stat/robust/LIBRA.html ) to R and
>> >> release the resulting work under GPL.
>> >>
>> >> I will discuss progress on the list not only to keep
>> you >> posted but also to make the best decisions
>> together in >> order to seamlessly integrate the
>> functions with the >> current framework.
>> >>
>> >> Everything should be available by October 2007.
>> >>
>> >> Best wishes, Tobias
>> >>
>>
>>
Peter> --
Peter> -------------------------------------------------------
Peter> From: Prof. Dr. Peter Filzmoser Dept. of Statistics &
Peter> Probability Theory Vienna University of Technology
Peter> Wiedner Hauptstrasse 8-10 A-1040 Vienna, Austria
Peter> Tel. +43 1 58801/10733 Fax. +43 1 58801/10799 E-mail:
Peter> P.Filzmoser using tuwien.ac.at Internet:
Peter> http://www.statistik.tuwien.ac.at/public/filz/
>>
Peter> _______________________________________________
Peter> R-SIG-Robust using r-project.org mailing list
Peter> https://stat.ethz.ch/mailman/listinfo/r-sig-robust
>>
TobiasV> --
TobiasV> Tobias Verbeke - Consultant Business & Decision
TobiasV> Benelux Rue de la révolution 8 1000 Brussels -
TobiasV> BELGIUM
TobiasV> +32 499 36 33 15
TobiasV> tobias.verbeke using businessdecision.com
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