# Copyright (c) 2014 Takafumi Kanamori [kanamori@is.nagoya-u.ac.jp] # All rights reserved. See the file COPYING for license terms. This code is supplementary material for T. Kanamori, H, Fujisawa: "Robust Estimation under Heavy Contamination using Unnormalized Models", in Biometrika. Unfortunately, it is not well documented yet. If you have any questions please send an email to kanamori@is.nagoya-u.ac.jp ==== EXAMPLE ==== After starting R in this folder run > source("demo-normalDist.r") ## estimation of multivariate normal distribution > source("demo-regression.r") ## regression problem ==== MAIN FUNCTION ==== The main function you can find in "./functions.r". "est_UnnormalizedModel" takes a (sample size x dimension) dimensional matrix as input and provides an estimate of mean vector, covariance matrix and contamination ratio as output. "reg_unnormalizedLSmodel" takes a (sample size x dimension) dimensional design matrix and a (sample size) dimensional response vector as input and provides an estimate of regression coefficient and contamination ratio as output. ==== EXPERIMENTS of Table 2 ==== After starting R, run > source("sim_regression_synthetic.r") R libraries, MASS, quantreg, robustbase, and snow, are required. ==== LICENSE ==== See COPYING for license terms.