Peter Filzmoser

Peter Filzmoser

8 packages on CRAN

rpls

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A robust Partial Least-Squares (PLS) method is implemented that is robust to outliers in the residuals as well as to leverage points. A specific weighting scheme is applied which avoids iterations, and leads to a highly efficient robust PLS estimator.

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R companion to the book "Introduction to Multivariate Statistical Analysis in Chemometrics" written by K. Varmuza and P. Filzmoser (2009).

crmReg

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Method for fitting a cellwise robust linear M-regression model (CRM, Filzmoser et al. (2020) <DOI:10.1016/j.csda.2020.106944>) that yields both a map of cellwise outliers consistent with the linear model, and a vector of regression coefficients that is robust against vertical outliers and leverage points. As a by-product, the method yields an imputed data set that contains estimates of what the values in cellwise outliers would need to amount to if they had fit the model. The package also provides diagnostic tools for analyzing casewise and cellwise outliers using sparse directions of maximal outlyingness (SPADIMO, Debruyne et al. (2019) <DOI:10.1007/s11222-018-9831-5>).

DetR

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DetLTS, DetMM (and DetS) Algorithms for Deterministic, Robust Linear Regression.

enetLTS

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Fully robust versions of the elastic net estimator are introduced for linear and logistic regression, in particular high dimensional data by Kurnaz, Hoffmann and Filzmoser (2017) <DOI:10.1016/j.chemolab.2017.11.017>. The algorithm searches for outlier free subsets on which the classical elastic net estimators can be applied.

pcaPP

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Provides functions for robust PCA by projection pursuit. The methods are described in Croux et al. (2006) <doi:10.2139/ssrn.968376>, Croux et al. (2013) <doi:10.1080/00401706.2012.727746>, Todorov and Filzmoser (2013) <doi:10.1007/978-3-642-33042-1_31>.

rrlda

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This package offers methods to perform robust regularized linear discriminant analysis.

StatDA

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Several tools are provided for the statistical analysis of environmental data.