Peter Filzmoser

Peter Filzmoser

6 packages on CRAN

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

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.