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rrcovHD (version 0.2-7)

Robust Multivariate Methods for High Dimensional Data

Description

Robust multivariate methods for high dimensional data including outlier detection (Filzmoser and Todorov (2013) ), robust sparse PCA (Croux et al. (2013) , Todorov and Filzmoser (2013) ), robust PLS (Todorov and Filzmoser (2014) ), and robust sparse classification (Ortner et al. (2020) ).

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Version

Install

install.packages('rrcovHD')

Monthly Downloads

264

Version

0.2-7

License

GPL (>= 2)

Maintainer

Valentin Todorov

Last Published

April 23rd, 2021

Functions in rrcovHD (0.2-7)

OutlierPCDist-class

Class "OutlierPCDist" - Outlier identification in high dimensions using using the PCDIST algorithm

OutlierMahdist-class

Class OutlierMahdist - Outlier identification using robust (mahalanobis) distances based on robust multivariate location and covariance matrix

Class SPcaGrid - Sparse Robust PCA using PP - GRID search Algorithm

Outlier identification using robust (mahalanobis) distances based on robust multivariate location and covariance matrix

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

SosDiscRobust-class

Class SosDiscRobust - robust and sparse multigroup classification by the optimal scoring approach

SosDiscClassic-class

Class SosDiscClassic - sparse multigroup classification by the optimal scoring approach

Class "Simca" - virtual base class for all classic and robust SIMCA classes representing classification in high dimensions based on the SIMCA method

Consumer reports car data: dimensions

Class "Outlier" -- a base class for outlier identification

PredictSimca-class

Class "PredictSimca" - prediction of "Simca" objects

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

PredictSosDisc-class

Class "PredictSosDisc" - prediction of "SosDisc" objects

rcpp_hello_world

Simple function using Rcpp

1985 Auto Imports Database

OutlierSign1-class

Class "OutlierSign1" - Outlier identification in high dimensions using the SIGN1 algorithm

Robust and sparse multigroup classification by the optimal scoring approach

Outlier identification in high dimensions using the SIGN1 algorithm

SummarySimca-class

Class "SummarySimca" - summary of "Simca" objects

Outlier identification in high dimensions using the PCOUT algorithm

Class "RSimca" - robust classification in high dimensions based on the SIMCA method

Robust classification in high dimensions based on the SIMCA method

SummarySosDisc-class

Class "SummarySosDisc" - summary of "SosDisc" objects

OutlierPCOut-class

Class "OutlierPCOut" - Outlier identification in high dimensions using using the PCOUT algorithm

getWeight-methods

Accessor methods to the essential slots of Outlier and its subclasses

Outlier identification in high dimensions using the SIGN2 algorithm

Classification in high dimensions based on the (classical) SIMCA method

OutlierSign2-class

Class "OutlierSign2" - Outlier identification in high dimensions using the SIGN2 algorithm

Class "CSimca" - classification in high dimensions based on the (classical) SIMCA method

Outlier identification in high dimensions using the PCDIST algorithm