Robust Estimators for Multi-Group and Spatial Data

Estimation of robust estimators for multi-group and spatial data including the casewise robust Spatially Smoothed Minimum Regularized Determinant (ssMRCD) estimator and its usage for local outlier detection as described in Puchhammer and Filzmoser (2023) as well as for sparse robust PCA for multi-source data described in Puchhammer, Wilms and Filzmoser (2024) . Moreover, a cellwise robust multi-group Gaussian mixture model (MG-GMM) is implemented as described in Puchhammer, Wilms and Filzmoser (2024) . Included are also complementary visualization and parameter tuning tools.