rospca

MaRDI QIDQ1351578swMATHCRANFDO

Authors Tom Reynkens

Last update 2 December 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0.4, PACKAGES.rds, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.1.0, 1.1.1

Official website https://cran.r-project.org/web/packages/rospca/index.html

Source code repository https://github.com/cran/rospca

Description

Implementation of robust sparse PCA using the ROSPCA algorithm of Hubert et al. (2016) <doi:10.1080/00401706.2015.1093962>.

Cites work

• Sparse PCA for High-Dimensional Data With Outliers

Cited in

(3)

• Robust multivariate and functional archetypal analysis with application to financial time series analysis
• Anthropometry
• rrcov3way

This page was built for software: rospca