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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Kaveh Vakili, a year ago
Browse source code at
Kaveh Vakili [aut, cre]
GPL (>= 2)
Depends on matrixStats, robustbase
Linking to Rcpp, RcppEigen
System requirements: C++11
See at CRAN