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) .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("rrcov")

1.5-5 by Valentin Todorov, 8 months ago


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


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