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 |
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