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
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Details

Date 2020-01-15
VersionNote Released 1.4-13 on 2019-10-22 on CRAN
LazyLoad yes
License GPL (>= 2)
Packaged 2020-01-15 18:06:44 UTC; todorovv
NeedsCompilation yes
Repository CRAN
Date/Publication 2020-01-16 13:10:03 UTC

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