rrcovNA v0.4-15

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Scalable Robust Estimators with High Breakdown Point for Incomplete Data

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point for Incomplete Data (missing values) (Todorov et al. (2010) <doi:10.1007/s11634-010-0075-2>).

Functions in rrcovNA

 Name Description 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 No Results!