rrcov: Scalable Robust Estimators with High Breakdown Point

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point.

Install the latest version of this package by entering the following in R:
AuthorValentin Todorov <valentin.todorov@chello.at>
Date of publication2016-09-06 08:03:44
MaintainerValentin Todorov <valentin.todorov@chello.at>
LicenseGPL (>= 2)

View on CRAN

Man pages

Appalachia: Annual maximum streamflow in central Appalachia

biplot: Biplot for Principal Components (objects of class 'Pca')

bus: Automatic vehicle recognition data

bushmiss: Campbell Bushfire Data with added missing data items

Cascades: Annual precipitation totals for the North Cascades region

Cov-class: Class "Cov" - a base class for estimates of multivariate...

CovClassic: Classical Estimates of Multivariate Location and Scatter

CovClassic-class: Class "CovClassic" - classical estimates of multivariate...

CovControl-class: Class "CovControl" is a VIRTUAL base control class

CovControlMcd: Constructor function for objects of class "CovControlMcd"

CovControlMcd-class: Class 'CovControlMcd' - contains control parameters for...

CovControlMest: Constructor function for objects of class "CovControlMest"

CovControlMest-class: Class 'CovControlMest' - contains control parameters for...

CovControlMMest: Constructor function for objects of class "CovControlMMest"

CovControlMMest-class: Class 'CovControlMMest' - contains control parameters for...

CovControlMve: Constructor function for objects of class "CovControlMve"

CovControlMve-class: Class 'CovControlMve' - contains control parameters for...

CovControlOgk: Constructor function for objects of class "CovControlOgk"

CovControlOgk-class: Class 'CovControlOgk' - contains control parameters for...

CovControlSde: Constructor function for objects of class "CovControlSde"

CovControlSde-class: Class 'CovControlSde' - contains control parameters for...

CovControlSest: Constructor function for objects of class "CovControlSest"

CovControlSest-class: Class 'CovControlSest' - contains control parameters for...

CovMcd: Robust Location and Scatter Estimation via MCD

CovMcd-class: MCD Estimates of Multivariate Location and Scatter

CovMest: Constrained M-Estimates of Location and Scatter

CovMest-class: Constrained M-estimates of Multivariate Location and Scatter

covMest-deprecated: Constrained M-Estimates of Location and Scatter

CovMMest: MM Estimates of Multivariate Location and Scatter

CovMMest-class: MM Estimates of Multivariate Location and Scatter

CovMve: Robust Location and Scatter Estimation via MVE

CovMve-class: MVE Estimates of Multivariate Location and Scatter

CovOgk: Robust Location and Scatter Estimation - Ortogonalized...

CovOgk-class: OGK Estimates of Multivariate Location and Scatter

CovRobust: Robust Location and Scatter Estimation

CovRobust-class: Class "CovRobust" - virtual base class for robust estimates...

CovSde: Stahel-Donoho Estimates of Multivariate Location and Scatter

CovSde-class: Stahel-Donoho Estimates of Multivariate Location and Scatter

CovSest: S Estimates of Multivariate Location and Scatter

CovSest-class: S Estimates of Multivariate Location and Scatter

estimate-methods: Methods for Function estimate in Package 'rrcov'

fish: Fish Catch Data Set

getCenter-methods: Accessor methods to the essential slots of Cov and its...

getLoadings-methods: Accessor methods to the essential slots of Pca and its...

hemophilia: Hemophilia Data

isSingular: Check if a covariance matrix (object of class 'Cov') is...

Lda-class: Class "Lda" - virtual base class for all classic and robust...

LdaClassic: Linear Discriminant Analysis

LdaClassic-class: Class "LdaClassic" - Linear Discriminant Analysis

LdaPP: Robust Linear Discriminant Analysis by Projection Pursuit

LdaPP-class: Class "LdaPP" - Robust method for Linear Discriminant...

LdaRobust-class: Class "LdaRobust" is a virtual base class for all robust LDA...

Linda: Robust Linear Discriminant Analysis

Linda-class: Class "Linda" - Robust method for LINear Discriminant...

lmom32: Hosking and Wallis Data Set, Table 3.2

lmom33: Hosking and Wallis Data Set, Table 3.3

maryo: Marona and Yohai Artificial Data

OsloTransect: Oslo Transect Data

Pca-class: Class "Pca" - virtual base class for all classic and robust...

PcaClassic: Principal Components Analysis

PcaClassic-class: Class "PcaClassic" - Principal Components Analysis

PcaCov: Robust PCA based on a robust covariance matrix

PcaCov-class: Class "PcaCov" - Robust PCA based on a robust covariance...

pca.distances: Compute score and orthogonal distances for Principal...

PcaGrid: Robust Principal Components based on Projection Pursuit (PP):...

PcaGrid-class: Class "PcaGrid" - Robust PCA using PP - GRID search Algorithm

PcaHubert: ROBPCA - ROBust method for Principal Components Analysis

PcaHubert-class: Class "PcaHubert" - ROBust method for Principal Components...

PcaLocantore: Spherical Principal Components

PcaLocantore-class: Class "PcaLocantore" Spherical Principal Components

PcaProj: Robust Principal Components based on Projection Pursuit (PP):...

PcaProj-class: Class "PcaProj" - Robust PCA using PP - Croux and Ruiz-Gazen...

PcaRobust-class: Class "PcaRobust" is a virtual base class for all robust PCA...

pca.scoreplot: Score plot for Principal Components (objects of class 'Pca')

plot-methods: Methods for Function 'plot' in Package 'rrcov'

pottery: Archaic Greek Pottery data

PredictLda-class: Class "PredictLda" - prediction of "Lda" objects

PredictQda-class: Class "PredictQda" - prediction of "Qda" objects

Qda-class: Class "Qda" - virtual base class for all classic and robust...

QdaClassic: Quadratic Discriminant Analysis

QdaClassic-class: Class "QdaClassic" - Quadratic Discriminant Analysis

QdaCov: Robust Quadratic Discriminant Analysis

QdaCov-class: Class "QdaCov" - Robust methods for Quadratic Discriminant...

QdaRobust-class: Class "QdaRobust" is a virtual base class for all robust QDA...

rice: Rice taste data

rrcov-utils: Different utility functions to be used in rrcov and packages...

salmon: Salmon data

scorePlot: Score plot for Principal Components (objects of class 'Pca')

SummaryCov-class: Class "SummaryCov" - summary of "Cov" objects

SummaryCovRobust-class: Class "SummaryCovRobust" - summary of "CovRobust" objects

SummaryLda-class: Class "SummaryLda" - summary of "Lda" objects

SummaryPca-class: Class "SummaryPca" - summary of "Pca" objects

SummaryQda-class: Class "SummaryQda" - summary of "Qda" objects

T2.test: Robust Hotelling T2 test

un86: United Nations Data - 1986

wages: Wages and Hours

Wilks.test: Classical and Robust One-way MANOVA: Wilks Lambda


Appalachia Man page
biplot Man page
biplot,ANY-method Man page
biplot-methods Man page
biplot,Pca-method Man page
bus Man page
bushmiss Man page
Cascades Man page
Cov Man page
Cov-class Man page
CovClassic Man page
CovClassic-class Man page
CovControl-class Man page
CovControlMcd Man page
CovControlMcd-class Man page
CovControlMest Man page
CovControlMest-class Man page
CovControlMMest Man page
CovControlMMest-class Man page
CovControlMve Man page
CovControlMve-class Man page
CovControlOgk Man page
CovControlOgk-class Man page
CovControlSde Man page
CovControlSde-class Man page
CovControlSest Man page
CovControlSest-class Man page
CovMcd Man page
CovMcd-class Man page
covMest Man page
CovMest Man page
CovMest-class Man page
CovMMest Man page
CovMMest-class Man page
CovMve Man page
CovMve-class Man page
CovOgk Man page
CovOgk-class Man page
CovRobust Man page
CovRobust-class Man page
CovSde Man page
CovSde-class Man page
CovSest Man page
CovSest-class Man page
fish Man page
getCenter Man page
getCenter,Cov-method Man page
getCenter-method Man page
getCenter-methods Man page
getCenter,Pca-method Man page
getCenter,SummaryCov-method Man page
getCorr Man page
getCorr,Cov-method Man page
getCorr-methods Man page
getCov Man page
getCov,Cov-method Man page
getCov-methods Man page
getCov,SummaryCov-method Man page
getData Man page
getData,Cov-method Man page
getData-methods Man page
getDet Man page
getDet,Cov-method Man page
getDet-methods Man page
getDistance Man page
getDistance,Cov-method Man page
getDistance-methods Man page
getDistance,SummaryCov-method Man page
getEigenvalues Man page
getEigenvalues,methods Man page
getEigenvalues,Pca-method Man page
getEvals Man page
getEvals,Cov-method Man page
getEvals-methods Man page
getEvals,SummaryCov-method Man page
getFlag Man page
getFlag,Cov-method Man page
getFlag-methods Man page
getLoadings Man page
getLoadings-methods Man page
getLoadings,Pca-method Man page
getMeth Man page
getMeth,CovRobust-method Man page
getMeth-methods Man page
getPrcomp Man page
getPrcomp,methods Man page
getPrcomp,Pca-method Man page
getQuan Man page
getQuan,methods Man page
getQuan,PcaClassic-method Man page
getQuan,PcaCov-method Man page
getQuan,PcaGrid-method Man page
getQuan,PcaHubert-method Man page
getQuan,PcaLocantore-method Man page
getQuan,PcaProj-method Man page
getRaw Man page
getRaw,CovRobust-method Man page
getRaw-methods Man page
getScale Man page
getScale,methods Man page
getScale,Pca-method Man page
getScores Man page
getScores,methods Man page
getScores,Pca-method Man page
getSdev Man page
getSdev,methods Man page
getSdev,Pca-method Man page
getShape Man page
getShape,Cov-method Man page
getShape-methods Man page
hemophilia Man page
isClassic Man page
isClassic,Cov-method Man page
isClassic,CovRobust-method Man page
isClassic,method Man page
isClassic-methods Man page
isClassic,SummaryCov-method Man page
isClassic,SummaryCovRobust-method Man page
isSingular Man page
isSingular,ANY-method Man page
isSingular,Cov-method Man page
isSingular-methods Man page
Lda-class Man page
LdaClassic Man page
LdaClassic-class Man page
LdaClassic.default Man page
LdaClassic.formula Man page
LdaPP Man page
LdaPP-class Man page
LdaPP.default Man page
LdaPP.formula Man page
LdaRobust-class Man page
Linda Man page
Linda-class Man page
Linda.default Man page
Linda.formula Man page
lmom32 Man page
lmom33 Man page
maryo Man page
model.frame.Wilks.test Man page
mtxconfusion Man page
myscreeplot Man page
ones Man page
OsloTransect Man page
Pca-class Man page
PcaClassic Man page
PcaClassic-class Man page
PcaClassic.default Man page
PcaClassic.formula Man page
PcaCov Man page
PcaCov-class Man page
PcaCov.default Man page
PcaCov.formula Man page
pca.distances Man page
PcaGrid Man page
PcaGrid-class Man page
PcaGrid.default Man page
PcaGrid.formula Man page
PcaHubert Man page
PcaHubert-class Man page
PcaHubert.default Man page
PcaHubert.formula Man page
PcaLocantore Man page
PcaLocantore-class Man page
PcaLocantore.default Man page
PcaLocantore.formula Man page
PcaProj Man page
PcaProj-class Man page
PcaProj.default Man page
PcaProj.formula Man page
PcaRobust-class Man page
pca.scoreplot Man page
plot Man page
plot,CovClassic-method Man page
plot,CovClassic,missing-method Man page
plot,Cov,missing-method Man page
plot,CovRobust-method Man page
plot,CovRobust,missing-method Man page
plot-methods Man page
plot,Pca,missing-method Man page
pottery Man page
pottery.test Man page
predict Man page
PredictLda-class Man page
predict,Lda-method Man page
predict,LdaPP-method Man page
predict,Pca-method Man page
PredictQda-class Man page
predict,Qda-method Man page
Qda-class Man page
QdaClassic Man page
QdaClassic-class Man page
QdaClassic.default Man page
QdaClassic.formula Man page
QdaCov Man page
QdaCov-class Man page
QdaCov.default Man page
QdaCov.formula Man page
QdaRobust-class Man page
repmat Man page
restimate Man page
restimate,CovControlMcd-method Man page
restimate,CovControlMest-method Man page
restimate,CovControlMMest-method Man page
restimate,CovControlMve-method Man page
restimate,CovControlOgk-method Man page
restimate,CovControlSde-method Man page
restimate,CovControlSest-method Man page
restimate-methods Man page
rice Man page
salmon Man page
scorePlot Man page
scorePlot,ANY-method Man page
scorePlot-methods Man page
scorePlot,Pca-method Man page
screeplot Man page
screeplot,Pca-method Man page
show,Cov-method Man page
show,CovRobust-method Man page
show,Lda-method Man page
show,Pca-method Man page
show,PredictLda-method Man page
show,PredictQda-method Man page
show,Qda-method Man page
show,SummaryCov-method Man page
show,SummaryCovRobust-method Man page
show,SummaryLda-method Man page
show,SummaryPca-method Man page
show,SummaryQda-method Man page
sqrtm Man page
SummaryCov-class Man page
summary,Cov-method Man page
SummaryCovRobust-class Man page
summary,CovRobust-method Man page
SummaryLda-class Man page
summary,Lda-method Man page
SummaryPca-class Man page
summary,Pca-method Man page
SummaryQda-class Man page
summary,Qda-method Man page
T2.test Man page
T2.test.default Man page
T2.test.formula Man page
Ufunction-class Man page
Ulist-class Man page
Umatrix-class Man page
un86 Man page
Utable-class Man page
Uvector-class Man page
vecnorm Man page
wages Man page
Wilks.test Man page
Wilks.test.data.frame Man page
Wilks.test.default Man page
Wilks.test.formula Man page
Wilks.test.matrix Man page
zeros Man page


tests/tmve4.R tests/tldapp.R tests/tmest4.R tests/thubert.R
tests/tmcd4.R tests/tsde.R tests/togk4.R tests/tqda.R tests/tsest.R tests/tlda.R
R/AllClasses.R R/AllGenerics.R R/CovSde.R R/CovMcd.R R/utils.R R/Cov.R R/Wilks.test.R R/QdaCov.R R/psibwt.R R/Pca.R R/CovClassic.R R/da-utils.R R/Lda.R R/CovControl.R R/PcaProj.R R/CovRobust.R R/plot-utils.R R/PcaClassic.R R/Linda.R R/covMest3.R R/PcaCov.R R/PcaHubert.R R/CovSest.R R/LdaClassic.R R/PcaGrid.R R/CovMve.R R/LdaPP.R R/donostah.R R/CovMest.R R/CovOgk.R R/PcaLocantore.R R/T2.test.R R/CovMMest.R R/psifun.R R/Qda.R R/QdaClassic.R R/dets.R R/zzz.R
man/PcaHubert-class.Rd man/OsloTransect.Rd man/getLoadings-methods.Rd man/CovSde.Rd man/CovMMest-class.Rd man/plot-methods.Rd man/QdaCov.Rd man/covMest-deprecated.Rd man/CovSest-class.Rd man/hemophilia.Rd man/CovRobust.Rd man/lmom32.Rd man/scorePlot.Rd man/LdaRobust-class.Rd man/bushmiss.Rd man/CovControlSde-class.Rd man/PcaProj-class.Rd man/CovOgk.Rd man/CovClassic-class.Rd man/getCenter-methods.Rd man/Linda.Rd man/rrcov-utils.Rd man/PcaGrid.Rd man/CovControlOgk-class.Rd man/QdaClassic.Rd man/SummaryQda-class.Rd man/lmom33.Rd man/PcaClassic-class.Rd man/salmon.Rd man/CovControlMcd-class.Rd man/CovControlMve.Rd man/SummaryCov-class.Rd man/bus.Rd man/CovMest.Rd man/T2.test.Rd man/PcaClassic.Rd man/LdaPP.Rd man/CovMcd-class.Rd man/PcaHubert.Rd man/PcaLocantore-class.Rd man/Lda-class.Rd man/Cov-class.Rd man/CovControl-class.Rd man/rice.Rd man/PcaCov-class.Rd man/wages.Rd man/SummaryCovRobust-class.Rd man/LdaPP-class.Rd man/PcaLocantore.Rd man/pottery.Rd man/CovMve.Rd man/CovControlMMest.Rd man/CovOgk-class.Rd man/CovSde-class.Rd man/QdaClassic-class.Rd man/fish.Rd man/CovMest-class.Rd man/CovControlMve-class.Rd man/CovRobust-class.Rd man/Qda-class.Rd man/PcaCov.Rd man/Cascades.Rd man/CovControlMest.Rd man/SummaryPca-class.Rd man/CovControlSest-class.Rd man/LdaClassic-class.Rd man/SummaryLda-class.Rd man/pca.distances.Rd man/PredictLda-class.Rd man/CovControlMest-class.Rd man/CovMve-class.Rd man/Appalachia.Rd man/CovMcd.Rd man/Wilks.test.Rd man/CovControlMcd.Rd man/CovSest.Rd man/CovControlSest.Rd man/estimate-methods.Rd man/Linda-class.Rd man/CovControlMMest-class.Rd man/PcaProj.Rd man/PcaRobust-class.Rd man/CovControlSde.Rd man/un86.Rd man/isSingular.Rd man/CovControlOgk.Rd man/PcaGrid-class.Rd man/QdaRobust-class.Rd man/pca.scoreplot.Rd man/CovMMest.Rd man/LdaClassic.Rd man/QdaCov-class.Rd man/maryo.Rd man/CovClassic.Rd man/biplot.Rd man/Pca-class.Rd man/PredictQda-class.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.