Compute the geometric median, i.e. the point that minimizes the sum of all
Euclidean distances to the observations (rows of U).
geometric_median(U, tol = 1e-10, maxiter = 1000, by_grp = NULL)Arguments
- U
A matrix (e.g. PC scores).
- tol
Convergence criterion. Default is
1e-10.- maxiter
Maximum number of iterations. Default is
1000.- by_grp
Possibly a vector for splitting rows of
Uinto groups before computing the geometric mean for each group. Default isNULL(ignored).
Value
The geometric median of all rows of U, a vector of the same size
as ncol(U). If providing by_grp, then a matrix with rows being the
geometric median within each group.
Examples
X <- readRDS(system.file("testdata", "three-pops.rds", package = "bigutilsr"))
pop <- rep(1:3, c(143, 167, 207))
svd <- svds(scale(X), k = 5)
U <- sweep(svd$u, 2, svd$d, '*')
plot(U, col = pop, pch = 20)
med_all <- geometric_median(U)
points(t(med_all), pch = 20, col = "blue", cex = 4)
med_pop <- geometric_median(U, by_grp = pop)
points(med_pop, pch = 20, col = "blue", cex = 2)
