rrcov: Scalable Robust Estimators with High Breakdown Point

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) <ISBN-13:978-3838108148>, Todorov and Filzmoser (2010) <doi:10.18637/jss.v032.i03> and Boudt et al. (2019) <doi:10.1007/s11222-019-09869-x>.

Version: 1.4-9
Depends: R (≥ 2.10), robustbase (≥ 0.92.1), methods
Imports: stats, stats4, mvtnorm, lattice, cluster, pcaPP
Suggests: grid, MASS, ellipse
Published: 2019-11-25
Author: Valentin Todorov
Maintainer: Valentin Todorov <valentin.todorov at chello.at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: rrcov citation info
Materials: NEWS ChangeLog
In views: Multivariate, Robust
CRAN checks: rrcov results

Downloads:

Reference manual: rrcov.pdf
Vignettes: An Object-Oriented Framework for Robust Multivariate Analysis
Package source: rrcov_1.4-9.tar.gz
Windows binaries: r-devel: rrcov_1.4-9.zip, r-devel-gcc8: rrcov_1.4-9.zip, r-release: rrcov_1.4-9.zip, r-oldrel: rrcov_1.4-9.zip
OS X binaries: r-release: rrcov_1.4-9.tgz, r-oldrel: rrcov_1.4-9.tgz
Old sources: rrcov archive

Reverse dependencies:

Reverse depends: biwt, BMA, DepthProc, fsdaR, groc, muma, riv, RobAStBase, robustfa, rrcov3way, rrcovHD, rrcovNA
Reverse imports: bigdatadist, cellWise, FactoInvestigate, GSE, ICSShiny, MAINT.Data, mfe, RcmdrPlugin.PcaRobust, robCompositions, RobStatTM, robust, rospca
Reverse suggests: CerioliOutlierDetection, ChemometricsWithR, fscaret, ltsspca

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