Robust Multivariate Methods for High Dimensional Data

Robust multivariate methods for high dimensional data including outlier detection (Filzmoser and Todorov (2013) ), robust sparse PCA (Croux et al. (2013) , Todorov and Filzmoser (2013) ), robust PLS (Todorov and Filzmoser (2014) ), and robust sparse classification (Ortner et al. (2020) ).


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install.packages("rrcovHD")

0.2-7 by Valentin Todorov, 5 months ago


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


Authors: Valentin Todorov [aut, cre]


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