Robust Multivariate Methods for High Dimensional Data

Robust multivariate methods for high dimensional data including outlier detection, PCA, PLS and classification.


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install.packages("rrcovHD")

0.2-6 by Valentin Todorov, 16 days ago


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


Authors: Valentin Todorov <[email protected]>


Documentation:   PDF Manual  


Task views: Robust Statistical Methods


GPL (>= 2) license


Imports stats4, pls, spls, pcaPP, robustHD, Rcpp

Depends on rrcov, robustbase, methods

Suggests MASS

Linking to Rcpp


Imported by rospca.


See at CRAN