RobustEM: Robust Mixture Modeling Fitted via Spatial-EM Algorithm for Model-Based Clustering and Outlier Detection

The Spatial-EM is a new robust EM algorithm for the finite mixture learning procedures. The algorithm utilizes median- based location and rank-based scatter estimators to replace sample mean and sample covariance matrix in each M step, hence enhancing stability and robustness of the algorithm. To understand more about this algorithm, read the article ''Yu, K., Dang, X., Bart Jr, H. and Chen, Y. (2015). Robust Model- based Learning via Spatial-EM Algorithm. IEEE Transactions on Knowledge and Data Engineering, 27(6), 1670-1682. doi:10.1109/TKDE.2014.2373355''.

install.packages("RobustEM")

Try the RobustEM package in your browser