rrcov

MaRDI QIDQ25938swMATHCRANFDO

Authors Valentin Todorov

Last update 30 January 2024

Copyright license GNU General Public License

Software version identifier 1.7-2, 1.7-3, 0.2-1, 0.2-2, 0.2-3, 0.2-5, 0.2-6, 0.2-7, 0.2-8, 0.2-9, 0.2-10, 0.2-11, 0.2-13, 0.2, 0.3-01, 0.3-02, 0.3-03, 0.3-04, 0.3-05, 0.3-06, 0.3-07, 0.4-01, 0.4-03, 0.4-05, 0.4-06, 0.4-07, 0.4-08, 0.5-01, 0.5-02, 1.0-00, 1.0-01, 1.1-00, 1.2-01, 1.3-00, 1.3-01, 1.3-02, 1.3-3, 1.3-4, 1.3-8, 1.3-11, 1.4-3, 1.4-4, 1.4-7, 1.4-9, 1.5-2, 1.5-5, 1.6-0, 1.6-1, 1.6-2, 1.7-0, 1.7-1, 1.7-4, 1.7-5

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

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

Description

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point: principal component analysis (Filzmoser and Todorov (2013), <doi:10.1016/j.ins.2012.10.017>), linear and quadratic discriminant analysis (Todorov and Pires (2007)), multivariate tests (Todorov and Filzmoser (2010) <doi:10.1016/j.csda.2009.08.015>), outlier detection (Todorov et al. (2010) <doi:10.1007/s11634-010-0075-2>). See also Todorov and Filzmoser (2009) <urn:isbn:978-3838108148>, Todorov and Filzmoser (2010) <doi:10.18637/jss.v032.i03> and Boudt et al. (2019) <doi:10.1007/s11222-019-09869-x>.

Cites work

• An Object-Oriented Framework for Robust Multivariate Analysis
• Detection of multivariate outliers in business survey data with incomplete information
• Robust statistic for the one-way MANOVA
• Robust tools for the imperfect world
• The minimum regularized covariance determinant estimator

Cited in

(only showing first 100 items - show all)

• geneticae
• MVTests
• crmReg
• rospca
• FastPCS
• dobin
• ROBETH
• bigdatadist
• Finding multivariate outliers with FastPCS
• ICS for multivariate outlier detection with application to quality control
• RcmdrPlugin.PcaRobust
• Efficiency of the pMST and RDELA location and scatter estimators
• The DetS and DetMM estimators for multivariate location and scatter
• Robust estimators under a functional common principal components model
• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures
• SoDA
• robust
• ICSNP
• Fast computation of robust subspace estimators
• Robust distances for outlier-free goodness-of-fit testing
• MNM
• distrEx
• RobLox
• robustbase
• RobASt
• plsgenomics
• teigen
• simPopulation
• locfit
• clustvarsel
• BMA
• Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions
• Canonical correlation analysis for elliptical copulas
• rsprng
• Anomaly and novelty detection for robust semi-supervised learning
• rrcovNA
• ICS
• qpcR
• LDR
• CCA
• A new multiple outliers identification method in linear regression
• A statistical analysis of noisy crowdsourced weather data
• Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers
• Spatial sign correlation
• Robustification of Gaussian Bayes classifier by the minimum -divergence method
• covRobust
• mvoutlier
• siggenes
• Comparison of test statistics of nonnormal and unbalanced samples for multivariate analysis of variance in terms of type-I error rates
• ROBPCA
• pcaPP
• FSDA
• robCompositions
• Shape bias of robust covariance estimators: an empirical study
• On consistency factors and efficiency of robust S-estimators
• J48
• Infinitesimally robust estimation in general smoothly parametrized models
• robustHD
• GSE
• A robust proposal of estimation for the sufficient dimension reduction problem
• georob
• Robust principal component functional logistic regression
• A natural robustification of the ordinary instrumental variables estimator
• MAINT.Data
• Do we need hundreds of classifiers to solve real world classification problems?
• DepthProc
• otrimle
• robustX
• REPPlab
• ICSOutlier
• Robust and efficient one-way MANOVA tests
• EPP-lab
• The use of a common location measure in the invariant coordinate selection and projection pursuit
• The FastHCS algorithm for robust PCA
• Dilemmas of robust analysis of economic data streams
• clusterGeneration
• WeightedCluster
• vegetarian
• rrlda
• distr
• RobAStBase
• elliptic
• Dimension reduction for model-based clustering via mixtures of multivariate t-distributions
• Rfwdmv
• MaxSkew
• mcfa
• adegraphics
• adespatial
• indicspecies
• vegan3d
• vegclust
• PROGRESS
• CCP
• CovTools
• ICSShiny
• rrcovHD
• riv
• rrcov3way
• ccaPP

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