Learn R Programming
⚠️There's a newer version (2.0-5) of this package.Take me there.

pcaPP (version 1.9-73)

Robust PCA by Projection Pursuit

Description

Provides functions for robust PCA by projection pursuit. The methods are described in Croux et al. (2006) , Croux et al. (2013) , Todorov and Filzmoser (2013) .

Copy Link

Version

Install

install.packages('pcaPP')

Monthly Downloads

36,578

Version

1.9-73

License

GPL (>= 3)

Maintainer

Valentin Todorov

Last Published

January 14th, 2018

Functions in pcaPP (1.9-73)

ScaleAdv

centers and rescales data
cor.fk

Fast estimation of Kendall's tau rank correlation coefficient
PCAgrid

(Sparse) Robust Principal Components using the Grid search algorithm
PCAproj

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

Covariance Matrix Estimation from princomp Object
covPCA

Robust Covariance Matrix Estimation
data.Zou

Test Data Generation for Sparse PCA examples
l1median

Multivariate L1 Median
PCdiagplot

Diagnostic plot for principal components
qn

scale estimation using the robust Qn estimator
l1median_NLM

Multivariate L1 Median
objplot

Objective Function Plot for Sparse PCs
opt.TPO

Model Selection for Sparse (Robust) Principal Components
plot.opt.TPO

Tradeoff Curves for Sparse PCs
plotcov

Compare two Covariance Matrices in Plots