Robust Algorithm for Principal Component Analysis

The FastHCS algorithm of Schmitt and Vakili (2015) for high-dimensional, robust PCA modelling and associated outlier detection and diagnostic tools.


Reference manual

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0.0.7 by Kaveh Vakili, a year ago

Browse source code at

Authors: Kaveh Vakili [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports methods

Depends on matrixStats

Linking to Rcpp, RcppEigen

System requirements: C++11

See at CRAN