swMATH14029CRANrrcovMaRDI QIDQ25938FDOQ25938
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
Official website: https://cran.r-project.org/web/packages/rrcov/index.html
Source code repository: https://github.com/cran/rrcov
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>.
Cited In (only showing first 100 items - show all)
- Canonical correlation analysis for elliptical copulas
- A natural robustification of the ordinary instrumental variables estimator
- A robust proposal of estimation for the sufficient dimension reduction problem
- robustbase
- ICSNP
- SoDA
- robust
- distrEx
- MNM
- RobLox
- RobASt
- ICS
- distr
- RobAStBase
- clustvarsel
- BMA
- locfit
- plsgenomics
- simPopulation
- rsprng
- teigen
- rrcovNA
- qpcR
- LDR
- CCA
- covRobust
- mvoutlier
- siggenes
- pcaPP
- FSDA
- ROBPCA
- robCompositions
- J48
- robustHD
- GSE
- Infinitesimally robust estimation in general smoothly parametrized models
- georob
- MAINT.Data
- DepthProc
- otrimle
- clusterGeneration
- adegraphics
- indicspecies
- Rfast
- cellWise
- Robust statistic for the one-way MANOVA
- The minimum regularized covariance determinant estimator
- PROGRESS
- ICSOutlier
- REPPlab
- robustX
- EPP-lab
- rrlda
- WeightedCluster
- elliptic
- vegetarian
- MaxSkew
- mcfa
- Rfwdmv
- adespatial
- CCP
- CovTools
- vegan3d
- vegclust
- ICSShiny
- rrcovHD
- riv
- rrcov3way
- ccaPP
- RobStatTM
- restlos
- AccuWeather
- Dark Sky
- mtclust
- WeatherSignal
- ICS for multivariate outlier detection with application to quality control
- SLOM
- mvBACON
- rotasym
- Efficiency of the pMST and RDELA location and scatter estimators
- Robust multivariate functional discriminant coordinates
- QuadratiK
- rstanbdp
- ICSClust
- Fast computation of robust subspace estimators
- Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers
- FastPCS
- Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
- Comparison of test statistics of nonnormal and unbalanced samples for multivariate analysis of variance in terms of type-I error rates
- Shape bias of robust covariance estimators: an empirical study
- Robustification of Gaussian Bayes classifier by the minimum \(\beta \)-divergence method
- Robust estimation in canonical correlation analysis for multivariate functional data
- rospca
- Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions
- Do we need hundreds of classifiers to solve real world classification problems?
- Robust distances for outlier-free goodness-of-fit testing
- Robust discriminant analysis and its application to identify protein coding regions of rice genes
- The DetS and DetMM estimators for multivariate location and scatter
- Least quantile regression via modern optimization
- A comparison of different procedures for principal component analysis in the presence of outliers
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