Compute per-cell weights using MCD-based conditional residuals

Source: R/cellwise_utils.R

For each continuous cell (i,j), computes the conditional expectation \(E(x_{ij} | x_{i,-j})\) under a robust Gaussian model (estimated via MCD), standardizes the residual, and applies a weight function. This captures multivariate outlier structure that univariate standardization misses.

cellWeightsMCD(X, method = "tukey", alpha = NULL)

Arguments

X

a data frame or matrix of dimension n x p (continuous columns only)

method

weight function: "tukey" or "huber", Default: "tukey"

alpha

tuning constant. If NULL, defaults to 4.685 for Tukey and 1.345 for Huber.

Value

an n x p numeric matrix of weights in \([0, 1]\)

Author

Matthias Templ