Multiway data analysis addresses complex data structures represented as multiway data sets where data have more than two modes. The most popular methods for modeling multiway data are CANDECOMP/PARAFAC and TUCKER3. The standard algorithms for computing these models are based on alternating least squares (ALS) and thus are vulnerable to the presence of outlying data points. A single outlier could render the obtained estimates useless. Therefore robust methods are preferred. We present an R package, rrcov3way, implementing a set of functions for the analysis of multiway data sets, including PARAFAC and TUCKER3 as well as their robust alternatives. An additional feature to handle compositional data is also included through ilr transformation. Unified diagnostics, plotting functions, data examples and a manual in the form of vignette complete the package. In the presentation, basic usage of the package will be illustrated by analyzing real data from the UNIDO INDSTAT database. The database contains data on key industrial statistics indicators for the manufacturing sectors. A subset containing I countries, J sectors and K years for some indicators as value added and output will be analyzed.

Robust multiway analysis of compositional data in R

DI PALMA, MARIA ANNA;GALLO, Michele
2014-01-01

Abstract

Multiway data analysis addresses complex data structures represented as multiway data sets where data have more than two modes. The most popular methods for modeling multiway data are CANDECOMP/PARAFAC and TUCKER3. The standard algorithms for computing these models are based on alternating least squares (ALS) and thus are vulnerable to the presence of outlying data points. A single outlier could render the obtained estimates useless. Therefore robust methods are preferred. We present an R package, rrcov3way, implementing a set of functions for the analysis of multiway data sets, including PARAFAC and TUCKER3 as well as their robust alternatives. An additional feature to handle compositional data is also included through ilr transformation. Unified diagnostics, plotting functions, data examples and a manual in the form of vignette complete the package. In the presentation, basic usage of the package will be illustrated by analyzing real data from the UNIDO INDSTAT database. The database contains data on key industrial statistics indicators for the manufacturing sectors. A subset containing I countries, J sectors and K years for some indicators as value added and output will be analyzed.
2014
Inglese
PROGRAMME AND ABSTRACTS: 8th International Conference on Computational and Financial Econometrics (CFE 2014) and 7th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (ERCIM 2014)
contributo
7th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (ERCIM 2014)
1
184
184
1
9788493782245
http://www.cmstatistics.org/ERCIM2014
CMStatistics and CFEnetwork
Comitato scientifico
6-8 December 2014
Pisa
Internazionale
3
DI PALMA, MARIA ANNA; Todorov, V; Gallo, Michele
info:eu-repo/semantics/conferenceObject
reserved
274
4 Contributo in Atti di Convegno (Proceeding)::4.2 Abstract in Atti di convegno
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11574/120416
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