FastHCS Robust Algorithm for Principal Component Analysis

The FastHCS algorithm of Schmitt and Vakili (2014) for high-dimensional, robust PCA modelling and associated outlier detection and diagnostic tools.


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install.packages("FastHCS")

0.0.6 by Kaveh Vakili, 10 months ago


Browse source code at https://github.com/cran/FastHCS


Authors: Kaveh Vakili [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods

Depends on matrixStats, robustbase

Suggests mvtnorm

Linking to Rcpp, RcppEigen

System requirements: C++11


See at CRAN