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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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Version

Install

install.packages('rrcov')

Monthly Downloads

29,998

Version

1.5-2

License

GPL (>= 2)

Maintainer

Valentin Todorov

Last Published

January 16th, 2020

Functions in rrcov (1.5-2)

CovControlMMest

Constructor function for objects of class "CovControlMMest"

Constructor function for objects of class "CovControlMest"

CovControlMest-class

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

Constrained M-estimates of Multivariate Location and Scatter

CovControlSde-class

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

Constructor function for objects of class "CovControlSde"

Constrained M-Estimates of Location and Scatter

Constructor function for objects of class "CovControlOgk"

MM Estimates of Multivariate Location and Scatter

CovControlOgk-class

Class 'CovControlOgk' - contains control parameters for CovOgk

MRCD Estimates of Multivariate Location and Scatter

Constructor function for objects of class "CovControlMve"

CovControlMve-class

Class 'CovControlMve' - contains control parameters for CovMve

MCD Estimates of Multivariate Location and Scatter

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

MM Estimates of Multivariate Location and Scatter

CovControlMrcd-class

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

Stahel-Donoho Estimates of Multivariate Location and Scatter

Linear Discriminant Analysis

Robust Location and Scatter Estimation via MCD

MVE Estimates of Multivariate Location and Scatter

Robust Location and Scatter Estimation via MVE

Constructor function for objects of class "CovControlMrcd"

CovControlSest-class

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

Constructor function for objects of class "CovControlSest"

OGK Estimates of Multivariate Location and Scatter

Class "Linda" - Robust method for LINear Discriminant Analysis

Stahel-Donoho Estimates of Multivariate Location and Scatter

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

S Estimates of Multivariate Location and Scatter

Robust Linear Discriminant Analysis

S Estimates of Multivariate Location and Scatter

Robust PCA based on a robust covariance matrix

CovRobust-class

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

Robust Linear Discriminant Analysis by Projection Pursuit

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

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

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

PcaClassic-class

Class "PcaClassic" - Principal Components Analysis

Oslo Transect Data

Robust Hotelling T2 test

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

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

Principal Components Analysis

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

PredictQda-class

Class "PredictQda" - prediction of "Qda" objects

Classical and Robust One-way MANOVA: Wilks Lambda

Archaic Greek Pottery data

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

Biplot for Principal Components (objects of class 'Pca')

PcaHubert-class

Class "PcaHubert" - ROBust method for Principal Components Analysis

ROBPCA - ROBust method for Principal Components Analysis

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

Robust Location and Scatter Estimation

Fish Catch Data Set

LdaClassic-class

Class "LdaClassic" - Linear Discriminant Analysis

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

Constrained M-Estimates of Location and Scatter

QdaClassic-class

Class "QdaClassic" - Quadratic Discriminant Analysis

Quadratic Discriminant Analysis

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

Spherical Principal Components

SummaryCovRobust-class

Class "SummaryCovRobust" - summary of "CovRobust" objects

Methods for Function 'plot' in Package 'rrcov'

restimate-methods

Methods for Function estimate in Package 'rrcov'

PredictLda-class

Class "PredictLda" - prediction of "Lda" objects

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

Hosking and Wallis Data Set, Table 3.2

Marona and Yohai Artificial Data

Calculates the points for drawing a confidence ellipsoid

Class "QdaCov" - Robust methods for Quadratic Discriminant Analysis

Score plot for Principal Components (objects of class 'Pca')

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

Campbell Bushfire Data with added missing data items

Hosking and Wallis Data Set, Table 3.3

scorePlot-methods

Score plot for Principal Components (objects of class 'Pca')

United Nations Data - 1986

Automatic vehicle recognition data

isSingular-methods

Check if a covariance matrix (object of class 'Cov') is singular

Robust Quadratic Discriminant Analysis

Rice taste data

Wages and Hours

Hemophilia Data

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

CovControlMMest-class

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

Annual maximum streamflow in central Appalachia

Annual precipitation totals for the North Cascades region

CovClassic-class

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

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

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

Constructor function for objects of class "CovControlMcd"