Statistics, Department of

 

The R Journal

Date of this Version

12-2021

Document Type

Article

Citation

The R Journal (December 2021) 13(2); Editor: Dianne Cook

Comments

Copyright 2021, The R Foundation. Open access material. License: CC BY 4.0 International

Abstract

We present the CRAN R package MAINT.Data for the modelling and analysis of multivariate interval data, i.e., where units are described by variables whose values are intervals of R, representing intrinsic variability. Parametric inference methodologies based on probabilistic models for interval variables have been developed, where each interval is represented by its midpoint and log-range, for which multivariate Normal and Skew-Normal distributions are assumed. The intrinsic nature of the interval variables leads to special structures of the variance-covariance matrix, which are represented by four different possible configurations. MAINT.Data implements the proposed methodologies in the S4 object system, introducing a specific data class for representing interval data. It includes functions and methods for modelling and analysing interval data, in particular maximum likelihood estimation, statistical tests for the different configurations, (M)ANOVA and Discriminant Analysis. For the Gaussian model, Model-based Clustering, robust estimation, outlier detection and Robust Discriminant Analysis are also available.

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