robustmatrix: Robust Matrix-Variate Parameter Estimation

Robust covariance estimation for matrix-valued data and data with Kronecker-covariance structure using the Matrix Minimum Covariance Determinant (MMCD) estimators and outlier explanation using and Shapley values.

Package details

AuthorMarcus Mayrhofer [aut, cre], Una Radojičić [aut], Peter Filzmoser [aut]
MaintainerMarcus Mayrhofer <marcus.mayrhofer@tuwien.ac.at>
LicenseGPL-3
Version0.1.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("robustmatrix")

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robustmatrix documentation built on June 8, 2025, 10:34 a.m.