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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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Install

install.packages('rrcovHD')

Monthly Downloads

739

Version

0.2-7

License

GPL (>= 2)

Last Published

April 23rd, 2021

Functions in rrcovHD (0.2-7)