FSDA: A MATLAB toolbox for robust analysis and interactive data exploration

Chemometrics and Intelligent Laboratory Systems

Volumn 116, Issue , 2012, Pages 17-32

  Riani, Marco ^a   Perrotta, Domenico ^b   Torti, Francesca ^c  

^a UNIVERSITY OF PARMA   (Italy)

^b JOINT RESEARCH CENTRE   (Italy)

^c UNIVERSITY OF MILANO BICOCCA   (Italy)

Author keywords

Data visualization; Exploratory data analysis; Forward search; Graphics; Robust data analysis; Robust transformations

Indexed keywords

ARTICLE; CHEMOMETRICS; COMPUTER GRAPHICS; DATA ANALYSIS; DATA ANALYSIS SOFTWARE; EXPLORATORY DATA ANALYSIS; LEAST MEDIAN OF SQUARES REGRESSION; LEAST TRIMMED SQUARES REGRESSION; MINIMUM COVARIANCE DETERMINANT ESTIMATION; MINIMUM VOLUME ELLIPSOID ESTIMATION; MMMULT ESTIMATION; MULTIVARIATE ANALYSIS; PRIORITY JOURNAL; REGRESSION ANALYSIS; ROBUST MULTIVARIATE ANALYSIS; SMULT ESTIMATION;

EID: 84861924106     PISSN: 01697439     EISSN: 18733239     Source Type: Journal    
DOI: 10.1016/j.chemolab.2012.03.017     Document Type: Article

References (45)

1. Atkinson A.C., Riani M. Robust Diagnostic Regression Analysis 2000, Springer-Verlag, New York.
2. Atkinson A.C., Riani M. Forward search added variable t tests and the effect of masked outliers on model selection. Biometrika 2002, 89:939-946.
3. Atkinson A.C., Riani M. Tests in the fan plot for robust, diagnostic transformations in regression. Chemometrics and Intelligent Laboratory Systems 2002, 60:87-100.
4. Atkinson A.C., Riani M., Cerioli A. Exploring Multivariate Data with the Forward Search 2004, Springer-Verlag, New York.
5. Atkinson A.C., Riani M., Cerioli A. The forward search: theory and data analysis (with discussion). Journal of the Korean Statistical Society 2010, 39:117-134. 10.1016/j.jkss.2010.02.007.
6. Becker C., Gather U. The masking breakdown point of multivariate outlier identification rules. Journal of the American Statistical Association 1999, 94:947-955.
7. Blum M., Floyd R.W., Pratt V., Rivest R.L., Tarjan R.E. Time bounds for selection. Journal of Computer and System Sciences 1973, 7(4):448-461.
8. Box G.E.P., Cox D.R. An analysis of transformations (with discussion). Journal of the Royal Statistical Society, Series B 1964, 26:211-246.
9. Butler R.W., Davies P.L., Jhun M. Asymptotics for the minimum covariance determinant estimator. The Annals of Statistics 1993, 21:1385-1400.
10. Cerioli A. Multivariate outlier detection with high-breakdown estimators. Journal of the American Statistical Association 2010, 489:147-156.
11. Cook R.D., Hawkins D.M. Comment on Rousseeuw and van Zomeren (1990). Journal of the American Statistical Association 1990, 85:640-644.
12. Croux C., Dehon C. Influence functions of the Spearman and Kendall correlation measures. Statistical Methods and Applications 2010, 19(4):497-515.
13. Daszykowski M., Kaczmarek K., Heyden Y.V., Walczak B. Robust statistics in data analysis - a review: basic concepts. Chemometrics and Intelligent Laboratory Systems 2007, 2:203-219.
14. Daszykowski M., Serneels S., Kaczmarek K., Espen P.V., Croux C., Walczak B. Tomcat: a MATLAB toolbox for multivariate calibration techniques. Chemometrics and Intelligent Laboratory Systems 2007, 2:269-277.
15. Filzmoser P., Serneels S., Maronna R., Espen P.V. Robust multivariate methods in chemometrics. Comprehensive Chemometrics, Chemical and Biochemical Data Analysis, Volume 3 2009, 681-722. Elsevier, Oxford. S.D. Brown, R. Tauler, B. Walczak (Eds.).
16. Filzmoser P., Todorov V. Review of robust multivariate statistical methods in high dimension. Analytica Chimica Acta 2011, 705:2-14.
17. Fisher R., Yates F. Statistical Tables for Biological, Agricultural and Medical Research 1963, Oliver & Boyd, London. 6th ed.
18. Hardin J., Rocke D.M. The distribution of robust distances. Journal of Computational and Graphical Statistics 2005, 14:910-927.
19. Hössjer O. On the optimality of S estimators. Statistics and Probability Letters 1992, 14:413-419.
20. Huber P.J., Ronchetti E.M. Robust Statistics 2009, Wiley, New York. 2nd edition.
21. Knuth D.E. The Art of Computer Programming, Volume 2: Seminumerical Algorithms 1997, November, Addison-Wesley Professional. Third ed.
22. Knuth D.E. The Art of Computer Programming, Volume 3: Sorting and Searching 1998, May, Addison-Wesley Professional. Second ed.
23. Maronna R.A., Martin D.R., Yohai V.J. Robust Statistics: Theory and Methods 2006, Wiley, New York.
24. Perrotta D., Riani M., Torti F. New robust dynamic plots for regression mixture detection. Advances in Data Analysis and Classification 2009, 3:263-279. 10.1007/s11634-009-0050-y.
25. Pison G., Van Aelst S., Willems G. Small sample corrections for LTS and MCD. Metrika 2002, 55:111-123.
26. Riani M., Atkinson A.C. Robust diagnostic data analysis: transformations in regression (with discussion). Technometrics 2000, 42:384-398.
27. Riani M., Atkinson A.C. Robust model selection with flexible trimming. Computational Statistics and Data Analysis 2010, 54:3300-3312. 10.1016/j.csda.2010.03.007.
28. Riani M., Atkinson A.C., Cerioli A. Finding an unknown number of multivariate outliers. Journal of the Royal Statistical Society, Series B 2009, 71:447-466.
29. Rousseeuw P.J. Least median of squares regression. Journal of the American Statistical Association 1984, 79:871-880.
30. Rousseeuw P.J. Multivariate estimation with high breakdown point. Mathematical Statistics and Applications, Volume B 1985, 283-297. Reidel, Dordrecht. W. Grossmann, G. Pflug, I. Vincze, W. Wertz (Eds.).
31. Rousseeuw P.J. Tutorial to robust statistics. Journal of Chemometrics 1991, 5(1):1-20.
32. Rousseeuw P.J., Bassett J., Gilbert W. The remedian: a robust averaging method for large data sets. Journal of the American Statistical Association 1990, 409:97-104.
33. Rousseeuw P.J., Debruyne M., Engelen S., Hubert M. Robustness and outlier detection in chemometrics. Critical Reviews in Analytical Chemistry 2006, 36(3-4):221-242.
34. Rousseeuw P.J., Van Driessen K. A fast algorithm for the minimum covariance determinant estimator. Technometrics 1999, 41:212-223.
35. Rousseeuw P.J., Van Driessen K. Computing LTS regression for large data sets. Data Mining and Knowledge Discovery 2006, 12:29-45.
36. Rousseeuw P.J., van Zomeren B.C. Unmasking multivariate outliers and leverage points. Journal of the American Statistical Association 1990, 85:633-639.
37. Salibian-Barrera M., Yohai V.J. A fast algorithm for s-regression estimates. Journal of Computational and Graphical Statistics 2006, 15:414-427.
38. Shankar G., Devanarayan V., Amaravadi L., Barrett Y.C., Bowsher R., Finco-Kent D., Fiscella M., Gorovits B., Kirschner S., Moxness M., Parish T., Quarmby V., Smith H., Smith W., Zuckerman L.A., Koren E. Recommendations for the validation of immunoassays used for detection of host antibodies against biotechnology products. Journal of Pharmaceutical and Biomedical Analysis 2008, 48:1267-1281.
39. Tallis G.M. Elliptical and radial truncation in normal samples. Annals of Mathematical Statistics 1963, 34:940-944.
40. Torti F., Perrotta D., Atkinson A.C., Riani M. Benchmark testing of algorithms for very robust regression: FS. LMS and LTS, Computational Statistics and Data Analysis 2012, 56:2501-2512.
41. Tukey J.W. The ninther: a technique for low-effort robust (resistant) location in large samples. Contributions to Survey Sampling and Applied Statistics in Honor of H. 0. Hartley 1978, 251-257. Academic Press, New York. H.A. David (Ed.).
42. Verboven S., Hubert M. LIBRA: a MATLAB library for robust analysis. Chemometrics and Intelligent Laboratory Systems 2005, 75:127-136. 10.1016/j.chemolab.2004.06.003.
43. Verboven S., Hubert M. Matlab library LIBRA. WIREs Computational Statistics 2010, 2:509-515.
44. Yohai V.J. High breakdown-point and high efficiency robust estimates for regression. The Annals of Statistics 1987, 15(2):642-656.
45. Breiman L., Friedman J.H. Estimating optimal transformations for multiple regression and transformation. Journal of the American Statistical Association 1985, 80:580-619.