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rrcov (version 1.5-2)

Scalable Robust Estimators with High Breakdown Point

Description

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point: principal component analysis (Filzmoser and Todorov (2013), ), linear and quadratic discriminant analysis (Todorov and Pires (2007)), multivariate tests (Todorov and Filzmoser (2010) ), outlier detection (Todorov et al. (2010) ). See also Todorov and Filzmoser (2009) , Todorov and Filzmoser (2010) and Boudt et al. (2019) .

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Install

install.packages('rrcov')

Monthly Downloads

17,571

Version

1.5-2

License

GPL (>= 2)

Last Published

January 16th, 2020

Functions in rrcov (1.5-2)