rrcovHD: Robust Multivariate Methods for High Dimensional Data

Robust multivariate methods for high dimensional data including outlier detection (Filzmoser and Todorov (2013) <doi:10.1016/j.ins.2012.10.017>), robust sparse PCA (Croux et al. (2013) <doi:10.1080/00401706.2012.727746>, Todorov and Filzmoser (2013) <doi:10.1007/978-3-642-33042-1_31>), robust PLS (Todorov and Filzmoser (2014) <doi:10.17713/ajs.v43i4.44>), and robust sparse classification (Ortner et al. (2020) <doi:10.1007/s10618-019-00666-8>).

Getting started

Package details

AuthorValentin Todorov [aut, cre] (<https://orcid.org/0000-0003-4215-0245>)
MaintainerValentin Todorov <valentin.todorov@chello.at>
LicenseGPL (>= 2)
Version0.2-7
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rrcovHD")

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rrcovHD documentation built on April 23, 2021, 9:08 a.m.