文章基本信息

标题：Multivariate L1 Statistical Methods: The Package MNM
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作者：Klaus Nordhausen ; Hannu Oja
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2011
卷号：43
期号：1
页码：1-28
语种：English
出版社：University of California, Los Angeles
摘要：In the paper we present an R package MNM dedicated to multivariate data analysis based on the L 1 norm. The analysis proceeds very much as does a traditional multivariate analysis. The regular L 2 norm is just replaced by different L 1 norms, observation vectors are replaced by their (standardized and centered) spatial signs, spatial ranks, and spatial signed-ranks, and so on. The procedures are fairly efficient and robust, and no moment assumptions are needed for asymptotic approximations. The background theory is briefly explained in the multivariate linear regression model case, and the use of the package is illustrated with several examples using the R package MNM .