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pcaPP: Robust PCA by Projection Pursuit

Installation

The pcaPP package is on CRAN (The Comprehensive R Archive Network) and the latest release can be easily installed using the command

install.packages("pcaPP")

Building from source

To install the latest stable development version from GitHub, you can pull this repository and install it using

## install.packages("remotes")
remotes::install_github("valentint/pcaPP")

Of course, if you have already installed remotes, you can skip the first line (I have commented it out).

Community guidelines

Report issues and request features

If you experience any bugs or issues or if you have any suggestions for additional features, please submit an issue via the Issues tab of this repository. Please have a look at existing issues first to see if your problem or feature request has already been discussed.

Contribute to the package

If you want to contribute to the package, you can fork this repository and create a pull request after implementing the desired functionality.

Ask for help

If you need help using the package, or if you are interested in collaborations related to this project, please get in touch with the package maintainer.

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Version

Install

install.packages('pcaPP')

Monthly Downloads

38,163

Version

2.0-4

License

GPL (>= 3)

Issues

Pull Requests

Stars

Forks

Maintainer

Valentin Todorov

Last Published

December 7th, 2023

Functions in pcaPP (2.0-4)

covPC

Covariance Matrix Estimation from princomp Object
covPCA

Robust Covariance Matrix Estimation
data.Zou

Test Data Generation for Sparse PCA examples
opt.TPO

Model Selection for Sparse (Robust) Principal Components
PCAgrid

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

scale estimation using the robust Qn estimator
l1median

Multivariate L1 Median
ScaleAdv

centers and rescales data
cor.fk

Fast estimation of Kendall's tau rank correlation coefficient
PCAproj

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

Compare two Covariance Matrices in Plots
l1median_NLM

Multivariate L1 Median
objplot

Objective Function Plot for Sparse PCs
plot.opt.TPO

Tradeoff Curves for Sparse PCs
PCdiagplot

Diagnostic plot for principal components