# rrcovHD v0.2-6

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## Robust Multivariate Methods for High Dimensional Data

Robust multivariate methods for high dimensional data including outlier detection, PCA, PLS and classification.

## Functions in rrcovHD

 Name Description Outlier-class Class "Outlier" -- a base class for outlier identification CSimca-class Class "CSimca" - classification in high dimensions based on the (classical) SIMCA method OutlierPCDist-class Class "OutlierPCDist" - Outlier identification in high dimensions using using the PCDIST algorithm OutlierMahdist Outlier identification using robust (mahalanobis) distances based on robust multivariate location and covariance matrix OutlierPCDist Outlier identification in high dimensions using the PCDIST algorithm Cars Consumer reports car data: dimensions OutlierPCOut-class Class "OutlierPCOut" - Outlier identification in high dimensions using using the PCOUT algorithm CSimca Classification in high dimensions based on the (classical) SIMCA method OutlierMahdist-class Class OutlierMahdist - Outlier identification using robust (mahalanobis) distances based on robust multivariate location and covariance matrix OutlierPCOut Outlier identification in high dimensions using the PCOUT algorithm OutlierSign1-class Class "OutlierSign1" - Outlier identification in high dimensions using the SIGN1 algorithm RSimca-class Class "RSimca" - robust classification in high dimensions based on the SIMCA method RSimca Robust classification in high dimensions based on the SIMCA method OutlierSign2-class Class "OutlierSign2" - Outlier identification in high dimensions using the SIGN2 algorithm SosDiscRobust-class Class SosDiscRobust - robust and sparse multigroup classification by the optimal scoring approach OutlierSign2 Outlier identification in high dimensions using the SIGN2 algorithm SosDiscClassic-class Class SosDiscClassic - sparse multigroup classification by the optimal scoring approach SosDiscRobust Robust and sparse multigroup classification by the optimal scoring approach SummarySimca-class Class "SummarySimca" - summary of "Simca" objects PredictSimca-class Class "PredictSimca" - prediction of "Simca" objects OutlierSign1 Outlier identification in high dimensions using the SIGN1 algorithm SummarySosDisc-class Class "SummarySosDisc" - summary of "SosDisc" objects getWeight-methods Accessor methods to the essential slots of Outlier and its subclasses rcpp_hello_world Simple function using Rcpp SPcaGrid-class Class SPcaGrid - Sparse Robust PCA using PP - GRID search Algorithm soil Exchangable cations in forest soil data set Simca-class Class "Simca" - virtual base class for all classic and robust SIMCA classes representing classification in high dimensions based on the SIMCA method SPcaGrid Sparse Robust Principal Components based on Projection Pursuit (PP): GRID search Algorithm SosDisc-class Class "SosDisc" - virtual base class for all classic and robust SosDisc classes representing the results of the robust and sparse multigroup classification by the optimal scoring approach kibler 1985 Auto Imports Database olitos Olive Oil Data PredictSosDisc-class Class "PredictSosDisc" - prediction of "SosDisc" objects No Results!