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R Statistics Cookbook
book

R Statistics Cookbook

by Francisco Juretig
March 2019
Beginner to intermediate
448 pages
13h 14m
English
Packt Publishing
Content preview from R Statistics Cookbook

How it works...

The results are not as good as the ones we got in the previous recipe. The group of outliers on the lower-left part of the plot are now assigned to a cluster, instead of being flagged as outliers. Moreover, tuning the q parameter seems quite challenging.

Nevertheless, the covariance matrix is adjusted according to the q parameter, which means that the estimated densities differ in the two cases. The smaller the q parameter is, the smaller the impact of each (outlier) observation on the covariance estimation. As we can see, we get densities that are obviously more concentrated as this q parameter decreases.

Regardless of the q parameter, the nice aspect about this model is that it also provides an estimate of uncertainty. ...

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Publisher Resources

ISBN: 9781789802566