rrcov

Scalable Robust Estimators with High Breakdown Point

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

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

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