rrcovHD

MaRDI QIDQ39179swMATHCRANFDO

Authors Valentin Todorov

Last update 4 February 2024

Copyright license GNU General Public License

Software version identifier 0.2-7, 0.2-00, 0.2-01, 0.2-2, 0.2-3, 0.2-4, 0.2-5, 0.2-6, 0.3-0

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

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

Description

Robust multivariate methods for high dimensional data including outlier detection (Filzmoser and Todorov (2013) <doi:10.1016/j.ins.2012.10.017>), robust sparse PCA (Croux et al. (2013) <doi:10.1080/00401706.2012.727746>, Todorov and Filzmoser (2013) <doi:10.1007/978-3-642-33042-1_31>), robust PLS (Todorov and Filzmoser (2014) <doi:10.17713/ajs.v43i4.44>), and robust sparse classification (Ortner et al. (2020) <doi:10.1007/s10618-019-00666-8>).

Cites work

• Robust Sparse Principal Component Analysis
• Comparing Classical and Robust Sparse PCA
• Robust tools for the imperfect world
• Software Tools for Robust Analysis of High-Dimensional Data
• Robust and sparse multigroup classification by the optimal scoring approach

Cited in

(35)

• rospca
• Local projections for high-dimensional outlier detection
• Robust and sparse multigroup classification by the optimal scoring approach
• extremevalues
• outliers
• Rlof
• ICS
• rrcovNA
• LIBRA
• CerioliOutlierDetection
• mvoutlier
• SOREX
• pcaPP
• depth
• robustHD
• GSE
• HDoutliers
• denoiseR
• cellWise
• Unsupervised outlier detection in quality control: an overview
• ICSOutlier
• REPPlab
• robustX
• abodOutlier
• alphaOutlier
• faoutlier
• HighDimOut
• ICSShiny
• kmodR
• rrcov3way
• ELKI
• SLOM
• RobRSVD
• pense
• Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers

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