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rrcovNA (version 0.4-15)

Scalable Robust Estimators with High Breakdown Point for Incomplete Data

Description

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point for Incomplete Data (missing values) (Todorov et al. (2010) ).

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Version

Install

install.packages('rrcovNA')

Monthly Downloads

700

Version

0.4-15

License

GPL (>= 2)

Maintainer

Valentin Todorov

Last Published

January 16th, 2020

Functions in rrcovNA (0.4-15)

CovNARobust

Robust Location and Scatter Estimation for incomplete data

CovNA-class

Class "CovNA" -- a base class for estimates of multivariate location and scatter for incomplete data

CovNAMcd-class

MCD Estimates of Multivariate Location and Scatter for incomplete data

CovNAClassic

Classical Estimates of Multivariate Location and Scatter for incomplete data (EM Algorithm)

CovNAClassic-class

Class "CovNAClassic" - classical estimates of multivariate location and scatter for incomplete data (EM algorithm)

CovNAMcd

Robust Location and Scatter Estimation via MCD for incomplete data

CovNAOgk

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

CovNAOgk-class

OGK Estimates of Multivariate Location and Scatter for incomplete data

CovNASde-class

Stahel-Donoho Estimates of Multivariate Location and Scatter for incomplete data

CovNARobust-class

Class "CovNARobust" - virtual base class for robust estimates of multivariate location and scatter for incomplete data

SummaryCovNARobust-class

Class "SummaryCovNARobust" - summary of "CovNARobust" objects

bush10

Campbell Bushfire Data with added missing data items (10 percent)

impNorm

Impute missing multivariate normal data

ces

Consumer Expenditure Survey Data

SummaryCovNA-class

Class "SummaryCovNA" - summary of "CovNA" objects

PcaNA

Classical or robust Principal Components for incomplete data

PcaNA-class

Class "PcaNA" Principal Components for incomplete data

CovNASest

S Estimates of Multivariate Location and Scatter for incomplete data

CovNASest-class

S Estimates of Multivariate Location and Scatter for incomplete data

CovNASde

Stahel-Donoho Estimates of Multivariate Location and Scatter for incomplete data

impSeqRob

Robust sequential imputation of missing values

impSeq

Sequential imputation of missing values