Scalable Robust Estimators with High Breakdown Point

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point: principal component analysis (Filzmoser and Todorov (2013), ), linear and quadratic discriminant analysis (Todorov and Pires (2007)), multivariate tests (Todorov and Filzmoser (2010) ), outlier detection (Todorov et al. (2010) ). See also Todorov and Filzmoser (2009) , Todorov and Filzmoser (2010) and Boudt et al. (2019) .


Reference manual

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1.5-5 by Valentin Todorov, 8 months ago

Browse source code at

Authors: Valentin Todorov [aut, cre]

Documentation:   PDF Manual  

Task views: Multivariate Statistics, Robust Statistical Methods

GPL (>= 2) license

Imports stats, stats4, mvtnorm, lattice, pcaPP

Depends on robustbase, methods

Suggests grid, MASS

Imported by FactoInvestigate, GSE, ICSShiny, MAINT.Data, RcmdrPlugin.PcaRobust, RobStatTM, bigdatadist, cellWise, crmReg, mfe, robCompositions, robust, rospca.

Depended on by BMA, DepthProc, RobAStBase, biwt, fsdaR, groc, muma, riv, robustfa, rrcov3way, rrcovHD, rrcovNA.

Suggested by CerioliOutlierDetection, bigutilsr, fscaret, ltsspca.

Enhanced by robustbase.

See at CRAN