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"
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Vignettes of rrcov

Name
AModel.pdf
CovControl.pdf
CovModel.pdf
DAModel.pdf
PcaModel.pdf
Structure.pdf
mybiblio.bib
rrcov.Rnw
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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

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