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pcaPP (version 1.9-60)

Robust PCA by Projection Pursuit

Description

Robust PCA by Projection Pursuit

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Version

Install

install.packages('pcaPP')

Monthly Downloads

36,578

Version

1.9-60

License

GPL (>= 3)

Maintainer

Valentin Todorov

Last Published

October 21st, 2014

Functions in pcaPP (1.9-60)

l1median_NLM

Multivariate L1 Median
PCdiagplot

Diagnostic plot for principal components
l1median

Multivariate L1 Median
opt.TPO

Model Selection for Sparse (Robust) Principal Components
covPC

Covariance Matrix Estimation from princomp Object
plotcov

Compare two Covariance Matrices in Plots
PCAgrid

(Sparse) Robust Principal Components using the Grid search algorithm
cor.fk

Fast estimation of Kendall's tau rank correlation coefficient
PCAproj

Robust Principal Components using the algorithm of Croux and Ruiz-Gazen (2005)
ScaleAdv

centers and rescales data
qn

scale estimation using the robust Qn estimator
data.Zou

Test Data Generation for Sparse PCA examples
objplot

Objective Function Plot for Sparse PCs
covPCA

Robust Covariance Matrix Estimation
plot.opt.TPO

Tradeoff Curves for Sparse PCs