pcaPP: Robust PCA by Projection Pursuit

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Provides functions for robust PCA by projection pursuit.

Author
Peter Filzmoser, Heinrich Fritz, Klaudius Kalcher
Date of publication
2016-10-11 01:45:06
Maintainer
Valentin Todorov <valentin.todorov@chello.at>
License
GPL (>= 3)
Version
1.9-61

View on CRAN

Man pages

cor.fk
Fast estimation of Kendall's tau rank correlation coefficient
covPC
Covariance Matrix Estimation from princomp Object
covPCA
Robust Covariance Matrix Estimation
data.Zou
Test Data Generation for Sparse PCA examples
l1median
Multivariate L1 Median
l1median_NLM
Multivariate L1 Median
objplot
Objective Function Plot for Sparse PCs
opt.TPO
Model Selection for Sparse (Robust) Principal Components
PCAgrid
(Sparse) Robust Principal Components using the Grid search...
PCAproj
Robust Principal Components using the algorithm of Croux and...
PCdiagplot
Diagnostic plot for principal components
plotcov
Compare two Covariance Matrices in Plots
plot.opt.TPO
Tradeoff Curves for Sparse PCs
Qn
scale estimation using the robust Qn estimator
ScaleAdv
centers and rescales data

Files in this package

pcaPP
pcaPP/inst
pcaPP/inst/doc
pcaPP/inst/doc/matlab.R
pcaPP/inst/doc/matlab.rnw
pcaPP/inst/doc/matlab.pdf
pcaPP/src
pcaPP/src/PCAgrid.h
pcaPP/src/pcaPP.cpp
pcaPP/src/outSDo.h
pcaPP/src/R_meal.cpp
pcaPP/src/Makevars
pcaPP/src/defint64.h
pcaPP/src/smat.stat.h
pcaPP/src/ML_passrng.h
pcaPP/src/smat.def.h
pcaPP/src/smat.cpp
pcaPP/src/smat.elop.h
pcaPP/src/qnn.cpp
pcaPP/src/smat_meal_passrng_hpp.h
pcaPP/src/smat.math.h
pcaPP/src/cov.kendall.h
pcaPP/src/smat.h
pcaPP/src/outSDo.cpp
pcaPP/src/ML_passrng.cpp
pcaPP/src/smat.mem.h
pcaPP/src/pcaPP.h
pcaPP/src/L1Median_VardiZhang.cpp
pcaPP/src/R_meal_BLAS.cpp
pcaPP/src/smat.random.h
pcaPP/src/hess.cpp
pcaPP/src/R.Inc.h
pcaPP/src/perftimer.h
pcaPP/src/smat.meal.h
pcaPP/src/ML_package.h
pcaPP/src/ML_package.cpp
pcaPP/src/L1Median.h
pcaPP/src/R_package.cpp
pcaPP/src/L1Median_HoCr.cpp
pcaPP/src/cov.kendall.cpp
pcaPP/src/PCAproj.h
pcaPP/src/PCAgrid.cpp
pcaPP/src/ML_meal.cpp
pcaPP/src/smat.base.h
pcaPP/src/PCAproj.cpp
pcaPP/src/qnn.h
pcaPP/src/l1median.cpp
pcaPP/src/ML_meal.h
pcaPP/src/smat.matop.h
pcaPP/src/R_package.h
pcaPP/src/smat.sort.h
pcaPP/src/R_meal.h
pcaPP/src/smat_meal_passrng.h
pcaPP/src/smat.misc.h
pcaPP/NAMESPACE
pcaPP/R
pcaPP/R/l1median.R
pcaPP/R/cor.fk.R
pcaPP/R/pcaPP-internal.R
pcaPP/R/plotcov.R
pcaPP/R/PCdiagplot.R
pcaPP/R/covPC.R
pcaPP/R/vignette.matlab.R
pcaPP/R/PCAproj.R
pcaPP/R/data.Zou.R
pcaPP/R/opt.TPO.R
pcaPP/R/ScaleAdv.R
pcaPP/R/qn.R
pcaPP/R/PCAgrid.R
pcaPP/R/sPCAgrid.obj.R
pcaPP/R/plot.opt.TPO.R
pcaPP/R/sPCAgrid_R.R
pcaPP/vignettes
pcaPP/vignettes/matlab.rnw
pcaPP/vignettes/load.package.name.R
pcaPP/vignettes/matlab.example.txt
pcaPP/MD5
pcaPP/build
pcaPP/build/vignette.rds
pcaPP/DESCRIPTION
pcaPP/ChangeLog
pcaPP/man
pcaPP/man/covPC.Rd
pcaPP/man/PCAgrid.Rd
pcaPP/man/Qn.Rd
pcaPP/man/plotcov.Rd
pcaPP/man/l1median.Rd
pcaPP/man/ScaleAdv.Rd
pcaPP/man/opt.TPO.Rd
pcaPP/man/data.Zou.Rd
pcaPP/man/PCAproj.Rd
pcaPP/man/PCdiagplot.Rd
pcaPP/man/covPCA.Rd
pcaPP/man/objplot.Rd
pcaPP/man/plot.opt.TPO.Rd
pcaPP/man/l1median_NLM.Rd
pcaPP/man/cor.fk.Rd