rrcov: Scalable Robust Estimators with High Breakdown Point

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point: principal component analysis (Filzmoser and Todorov (2013), <doi:10.1016/j.ins.2012.10.017>), linear and quadratic discriminant analysis (Todorov and Pires (2007)), multivariate tests (Todorov and Filzmoser (2010) <doi:10.1016/j.csda.2009.08.015>), outlier detection (Todorov et al. (2010) <doi:10.1007/s11634-010-0075-2>). See also Todorov and Filzmoser (2009) <urn:isbn:978-3838108148>, Todorov and Filzmoser (2010) <doi:10.18637/jss.v032.i03> and Boudt et al. (2019) <doi:10.1007/s11222-019-09869-x>.

Package details

AuthorValentin Todorov [aut, cre] (<https://orcid.org/0000-0003-4215-0245>)
MaintainerValentin Todorov <valentin.todorov@chello.at>
LicenseGPL (>= 3)
Version1.7-5
URL https://github.com/valentint/rrcov
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rrcov")

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rrcov documentation built on May 29, 2024, 1:13 a.m.