rrcov (version 0.4-01)

Robpca-class: Class "Robpca" - ROBust method for Principal Components Analysis

Description

The ROBPCA algorithm was proposed by Hubert et al (2005) and stays for 'ROBust method for Principal Components Analysis'. It is resistant to outliers in the data. The robust loadings are computed using projection-pursuit techniques and the MCD method. Therefore ROBPCA can be applied to both low and high-dimensional data sets. In low dimensions, the MCD method is applied.

Objects from the Class

Objects can be created by calls of the form new("Robpca", ...) but the usual way of creating Robpca objects is a call to the function Robpca which serves as a constructor.

Extends

Class "PcaRobust", directly. Class "Pca", by class "PcaRobust", distance 2.

See Also

PcaRobust-class, Pca-class, PcaClassic, PcaClassic-class

Examples

showClass("Robpca")