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rrcov (version 0.4-01)

Scalable Robust Estimators with High Breakdown Point

Description

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point.

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Version

Install

install.packages('rrcov')

Monthly Downloads

26,400

Version

0.4-01

License

GPL version 2 or later

Maintainer

Valentin Todorov

Last Published

April 22nd, 2025

Functions in rrcov (0.4-01)

fish

Fish Catch Data Set
Appalachia

Annual maximum streamflow in central Appalachia
SummaryCovRobust-class

Class "SummaryCovRobust" - summary of "CovRobust" objects
CovMcd

Robust Location and Scatter Estimation via MCD
Cov

Classical Estimates of Multivariate Location and Scatter
CovControlOgk

Constructor function for objects of class "CovControlOgk"
Robpca-class

Class "Robpca" - ROBust method for Principal Components Analysis
Cascades

Annual precipitation totals for the North Cascades region
CovControlMest

Constructor function for objects of class "CovControlMest"
Robpca

ROBPCA - ROBust method for Principal Components Analysis
CovControlMcd

Constructor function for objects of class "CovControlMcd"
Cov-class

Class "Cov" - a base class for estimates of multivariate location and scatter
PcaRobust-class

Class "PcaRobust" virtual base class for all robust PCA classes
CovOgk-class

OGK Estimates of Multivariate Location and Scatter
plot-methods

Methods for Function 'plot' in Package 'rrcov'
maryo

Marona and Yohai Artificial Data
lmom32

Hosking and Wallis Data Set, Table 3.2
CovMest-class

Constrained M-estimates of Multivariate Location and Scatter
CovControl-class

Class "CovControl" is a VIRTUAL base control class
Pca-class

Class "Pca" - virtual base class for all classic and robust PCA classes
CovOgk

Robust Location and Scatter Estimation - Ortogonalized Gnanadesikan-Kettenring (OGK)
hemophilia

Hemophilia Data
PcaClassic

Principal Components Analysis
getCenter-methods

Accessor methods to the essential slots of Cov and its subclasses
CovControlOgk-class

Class 'CovControlOgk' - contains control parameters for CovOgk
CovControlMest-class

Class 'CovControlMest' - contains control parameters for "CovMest"
Wilks.test

Classical and Robust One-way MANOVA: Wilks Lambda
SummaryCov-class

Class "SummaryCov" - summary of "Cov" objects
CovControlMcd-class

Class 'CovControlMcd' - contains control parameters for CovMcd
CovRobust-class

Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter
lmom33

Hosking and Wallis Data Set, Table 3.3
getLoadings-methods

Accessor methods to the essential slots of Pca and its subclasses
T2.test

Robust Hotelling T2 test
PcaClassic-class

Class "PcaClassic" - Principal Components Analysis
covMest

Constrained M-Estimates of Location and Scatter
CovMcd-class

MCD Estimates of Multivariate Location and Scatter
estimate-methods

Methods for Function estimate in Package 'rrcov'
rrcov.control

Control object for the estimation parameters