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>).
Version: |
0.3-1 |
Depends: |
rrcov (≥ 1.3-7), robustbase (≥ 0.92-1), methods |
Imports: |
stats4, pls, spls, pcaPP, robustHD, Rcpp |
LinkingTo: |
Rcpp |
Suggests: |
MASS |
Published: |
2024-08-17 |
DOI: |
10.32614/CRAN.package.rrcovHD |
Author: |
Valentin Todorov
[aut, cre] |
Maintainer: |
Valentin Todorov <valentin.todorov at chello.at> |
BugReports: |
https://github.com/valentint/rrcovHD/issues |
License: |
GPL (≥ 3) |
URL: |
https://github.com/valentint/rrcovHD |
NeedsCompilation: |
yes |
Materials: |
README, ChangeLog |
In views: |
AnomalyDetection, Robust |
CRAN checks: |
rrcovHD results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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