# rrcov v1.5-2

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## Scalable Robust Estimators with High Breakdown Point

Robust Location and Scatter Estimation and Robust
Multivariate Analysis with High Breakdown Point:
principal component analysis (Filzmoser and Todorov (2013), <doi:10.1016/j.ins.2012.10.017>),
linear and quadratic discriminant analysis (Todorov and Pires (2007)),
multivariate tests (Todorov and Filzmoser (2010) <doi:10.1016/j.csda.2009.08.015>),
outlier detection (Todorov et al. (2010) <doi:10.1007/s11634-010-0075-2>).
See also Todorov and Filzmoser (2009) <ISBN-13:978-3838108148>,
Todorov and Filzmoser (2010) <doi:10.18637/jss.v032.i03> and
Boudt et al. (2019) <doi:10.1007/s11222-019-09869-x>.

## Functions in rrcov

Name | Description | |

CovControlMMest | Constructor function for objects of class "CovControlMMest" | |

CovControlMest | Constructor function for objects of class "CovControlMest" | |

CovControlMest-class | Class 'CovControlMest' - contains control parameters for "CovMest" | |

CovMest-class | Constrained M-estimates of Multivariate Location and Scatter | |

CovControlSde-class | Class 'CovControlSde' - contains control parameters for "CovSde" | |

CovControlSde | Constructor function for objects of class "CovControlSde" | |

CovMest | Constrained M-Estimates of Location and Scatter | |

CovControlOgk | Constructor function for objects of class "CovControlOgk" | |

CovMMest-class | MM Estimates of Multivariate Location and Scatter | |

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

CovMrcd-class | MRCD Estimates of Multivariate Location and Scatter | |

CovControlMve | Constructor function for objects of class "CovControlMve" | |

CovControlMve-class | Class 'CovControlMve' - contains control parameters for CovMve | |

CovMcd-class | MCD Estimates of Multivariate Location and Scatter | |

CovMrcd | Robust Location and Scatter Estimation via Minimum Regularized Covariance Determonant (MRCD) | |

CovMMest | MM Estimates of Multivariate Location and Scatter | |

CovControlMrcd-class | Class 'CovControlMrcd' - contains control parameters for CovMrcd() | |

CovSde-class | Stahel-Donoho Estimates of Multivariate Location and Scatter | |

LdaClassic | Linear Discriminant Analysis | |

CovMcd | Robust Location and Scatter Estimation via MCD | |

CovMve-class | MVE Estimates of Multivariate Location and Scatter | |

CovMve | Robust Location and Scatter Estimation via MVE | |

CovControlMrcd | Constructor function for objects of class "CovControlMrcd" | |

CovControlSest-class | Class 'CovControlSest' - contains control parameters for "CovSest" | |

CovControlSest | Constructor function for objects of class "CovControlSest" | |

CovOgk-class | OGK Estimates of Multivariate Location and Scatter | |

Linda-class | Class "Linda" - Robust method for LINear Discriminant Analysis | |

CovSde | Stahel-Donoho Estimates of Multivariate Location and Scatter | |

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

CovSest | S Estimates of Multivariate Location and Scatter | |

Linda | Robust Linear Discriminant Analysis | |

CovSest-class | S Estimates of Multivariate Location and Scatter | |

PcaCov | Robust PCA based on a robust covariance matrix | |

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

LdaPP | Robust Linear Discriminant Analysis by Projection Pursuit | |

PcaProj-class | Class "PcaProj" - Robust PCA using PP - Croux and Ruiz-Gazen (2005) algorithm | |

LdaPP-class | Class "LdaPP" - Robust method for Linear Discriminant Analysis by Projection-pursuit | |

PcaCov-class | Class "PcaCov" - Robust PCA based on a robust covariance matrix | |

PcaClassic-class | Class "PcaClassic" - Principal Components Analysis | |

OsloTransect | Oslo Transect Data | |

T2.test | Robust Hotelling T2 test | |

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

PcaProj | Robust Principal Components based on Projection Pursuit (PP): Croux and Ruiz-Gazen (2005) algorithm | |

PcaClassic | Principal Components Analysis | |

Qda-class | Class "Qda" - virtual base class for all classic and robust QDA classes | |

PredictQda-class | Class "PredictQda" - prediction of "Qda" objects | |

Wilks.test | Classical and Robust One-way MANOVA: Wilks Lambda | |

pottery | Archaic Greek Pottery data | |

Lda-class | Class "Lda" - virtual base class for all classic and robust LDA classes | |

biplot-methods | Biplot for Principal Components (objects of class 'Pca') | |

PcaHubert-class | Class "PcaHubert" - ROBust method for Principal Components Analysis | |

PcaHubert | ROBPCA - ROBust method for Principal Components Analysis | |

PcaGrid-class | Class "PcaGrid" - Robust PCA using PP - GRID search Algorithm | |

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

PcaLocantore-class | Class "PcaLocantore" Spherical Principal Components | |

PcaRobust-class | Class "PcaRobust" is a virtual base class for all robust PCA classes | |

LdaRobust-class | Class "LdaRobust" is a virtual base class for all robust LDA classes | |

CovRobust | Robust Location and Scatter Estimation | |

fish | Fish Catch Data Set | |

LdaClassic-class | Class "LdaClassic" - Linear Discriminant Analysis | |

PcaGrid | Robust Principal Components based on Projection Pursuit (PP): GRID search Algorithm | |

octane | Octane data | |

covMest | Constrained M-Estimates of Location and Scatter | |

QdaClassic-class | Class "QdaClassic" - Quadratic Discriminant Analysis | |

QdaClassic | Quadratic Discriminant Analysis | |

diabetes | Reaven and Miller diabetes data | |

SummaryQda-class | Class "SummaryQda" - summary of "Qda" objects | |

SummaryPca-class | Class "SummaryPca" - summary of "Pca" objects | |

SummaryLda-class | Class "SummaryLda" - summary of "Lda" objects | |

PcaLocantore | Spherical Principal Components | |

SummaryCovRobust-class | Class "SummaryCovRobust" - summary of "CovRobust" objects | |

plot-methods | Methods for Function 'plot' in Package 'rrcov' | |

restimate-methods | Methods for Function estimate in Package 'rrcov' | |

PredictLda-class | Class "PredictLda" - prediction of "Lda" objects | |

soil | Exchangable cations in forest soil data set | |

getCenter-methods | Accessor methods to the essential slots of Cov and its subclasses | |

QdaRobust-class | Class "QdaRobust" is a virtual base class for all robust QDA classes | |

getLoadings-methods | Accessor methods to the essential slots of Pca and its subclasses | |

lmom32 | Hosking and Wallis Data Set, Table 3.2 | |

maryo | Marona and Yohai Artificial Data | |

getEllipse | Calculates the points for drawing a confidence ellipsoid | |

QdaCov-class | Class "QdaCov" - Robust methods for Quadratic Discriminant Analysis | |

pca.scoreplot | Score plot for Principal Components (objects of class 'Pca') | |

rrcov-utils | Different utility functions to be used in rrcov and packages depending on rrcov | |

bushmiss | Campbell Bushfire Data with added missing data items | |

lmom33 | Hosking and Wallis Data Set, Table 3.3 | |

scorePlot-methods | Score plot for Principal Components (objects of class 'Pca') | |

salmon | Salmon data | |

un86 | United Nations Data - 1986 | |

olitos | Olive Oil Data | |

bus | Automatic vehicle recognition data | |

isSingular-methods | Check if a covariance matrix (object of class 'Cov') is singular | |

QdaCov | Robust Quadratic Discriminant Analysis | |

rice | Rice taste data | |

wages | Wages and Hours | |

hemophilia | Hemophilia Data | |

pca.distances | Compute score and orthogonal distances for Principal Components (objects of class 'Pca') | |

CovControlMMest-class | Class 'CovControlMMest' - contains control parameters for "CovMMest" | |

Appalachia | Annual maximum streamflow in central Appalachia | |

Cascades | Annual precipitation totals for the North Cascades region | |

CovClassic-class | Class "CovClassic" - classical estimates of multivariate location and scatter | |

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

CovClassic | Classical Estimates of Multivariate Location and Scatter | |

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

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

CovControlMcd | Constructor function for objects of class "CovControlMcd" | |

No Results! |

## Vignettes of rrcov

Name | ||

AModel.pdf | ||

CovControl.pdf | ||

CovModel.pdf | ||

DAModel.pdf | ||

PcaModel.pdf | ||

Structure.pdf | ||

mybiblio.bib | ||

rrcov.Rnw | ||

No Results! |

## Last month downloads

## Details

Date | 2020-01-14 |

VersionNote | Released 1.4-9 on 2019-11-25 on CRAN |

LazyLoad | yes |

License | GPL (>= 2) |

Repository | CRAN |

Packaged | 2020-01-14 16:21:56 UTC; todorovv |

NeedsCompilation | yes |

Date/Publication | 2020-01-16 18:40:06 UTC |

suggests | grid , MASS |

imports | lattice , mvtnorm , pcaPP , stats , stats4 |

depends | methods , R (>= 2.10) , robustbase (>= 0.92.1) |

Contributors | Valentin Todorov |

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