rpls: Robust Partial Least Squares

A robust Partial Least-Squares (PLS) method is implemented that is robust to outliers in the residuals as well as to leverage points. A specific weighting scheme is applied which avoids iterations, and leads to a highly efficient robust PLS estimator.

Getting started

Package details

AuthorPeter Filzmoser, Sukru Acitas, Birdal Senoglu and Maximilian Plattner
MaintainerPeter Filzmoser <peter.filzmoser@tuwien.ac.at>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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rpls documentation built on July 8, 2020, 6:46 p.m.