rrcovHD

swMATH27463CRANrrcovHDMaRDI QIDQ39179

Robust Multivariate Methods for High Dimensional Data

Valentin Todorov

Last update: 4 February 2024

Copyright license: GNU General Public License

Software version identifier: 0.2-7, 0.2-00, 0.2-01, 0.2-2, 0.2-3, 0.2-4, 0.2-5, 0.2-6, 0.3-0

Source code repository: https://github.com/cran/rrcovHD

Description

Robust multivariate methods for high dimensional data including outlier detection (Filzmoser and Todorov (2013) <doi:10.1016/j.ins.2012.10.017>), robust sparse PCA (Croux et al. (2013) <doi:10.1080/00401706.2012.727746>, Todorov and Filzmoser (2013) <doi:10.1007/978-3-642-33042-1_31>), robust PLS (Todorov and Filzmoser (2014) <doi:10.17713/ajs.v43i4.44>), and robust sparse classification (Ortner et al. (2020) <doi:10.1007/s10618-019-00666-8>).

Cites work

• Robust tools for the imperfect world
• Robust Sparse Principal Component Analysis
• Comparing Classical and Robust Sparse PCA
• Software Tools for Robust Analysis of High-Dimensional Data
• Robust and sparse multigroup classification by the optimal scoring approach