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rrcov (version 1.5-5)

Scalable Robust Estimators with High Breakdown Point

Description

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point: principal component analysis (Filzmoser and Todorov (2013), ), linear and quadratic discriminant analysis (Todorov and Pires (2007)), multivariate tests (Todorov and Filzmoser (2010) ), outlier detection (Todorov et al. (2010) ). See also Todorov and Filzmoser (2009) , Todorov and Filzmoser (2010) and Boudt et al. (2019) .

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Version

Install

install.packages('rrcov')

Monthly Downloads

12,518

Version

1.5-5

License

GPL (>= 2)

Maintainer

Valentin Todorov

Last Published

August 3rd, 2020

Functions in rrcov (1.5-5)

Annual precipitation totals for the North Cascades region

Classical Estimates of Multivariate Location and Scatter

Annual maximum streamflow in central Appalachia

CovControlMcd-class

Class 'CovControlMcd' - contains control parameters for CovMcd

CovControl-class

Class "CovControl" is a VIRTUAL base control class

CovControlMMest-class

Class 'CovControlMMest' - contains control parameters for "CovMMest"

Class "Cov" -- a base class for estimates of multivariate location and scatter

CovClassic-class

Class "CovClassic" - classical estimates of multivariate location and scatter

Constructor function for objects of class "CovControlMcd"

CovControlMMest

Constructor function for objects of class "CovControlMMest"

CovControlMrcd-class

Class 'CovControlMrcd' - contains control parameters for CovMrcd()

Constructor function for objects of class "CovControlMrcd"

Constructor function for objects of class "CovControlMest"

CovControlMest-class

Class 'CovControlMest' - contains control parameters for "CovMest"

CovControlMve-class

Class 'CovControlMve' - contains control parameters for CovMve

Constructor function for objects of class "CovControlMve"

Constructor function for objects of class "CovControlSde"

CovControlSde-class

Class 'CovControlSde' - contains control parameters for "CovSde"

MM Estimates of Multivariate Location and Scatter

MCD Estimates of Multivariate Location and Scatter

Robust Location and Scatter Estimation via Minimum Regularized Covariance Determonant (MRCD)

MM Estimates of Multivariate Location and Scatter

Robust Location and Scatter Estimation via MCD

CovControlOgk-class

Class 'CovControlOgk' - contains control parameters for CovOgk

MRCD Estimates of Multivariate Location and Scatter

CovControlSest-class

Class 'CovControlSest' - contains control parameters for "CovSest"

Constructor function for objects of class "CovControlOgk"

S Estimates of Multivariate Location and Scatter

S Estimates of Multivariate Location and Scatter

Constructor function for objects of class "CovControlSest"

Stahel-Donoho Estimates of Multivariate Location and Scatter

Stahel-Donoho Estimates of Multivariate Location and Scatter

MVE Estimates of Multivariate Location and Scatter

Robust Location and Scatter Estimation via MVE

Oslo Transect Data

LdaClassic-class

Class "LdaClassic" - Linear Discriminant Analysis

Class "Lda" - virtual base class for all classic and robust LDA classes

OGK Estimates of Multivariate Location and Scatter

Robust Location and Scatter Estimation - Ortogonalized Gnanadesikan-Kettenring (OGK)

Robust Linear Discriminant Analysis by Projection Pursuit

Linear Discriminant Analysis

LdaRobust-class

Class "LdaRobust" is a virtual base class for all robust LDA classes

Class "LdaPP" - Robust method for Linear Discriminant Analysis by Projection-pursuit

Class "PcaCov" - Robust PCA based on a robust covariance matrix

PcaClassic-class

Class "PcaClassic" - Principal Components Analysis

Principal Components Analysis

Class "Pca" - virtual base class for all classic and robust PCA classes

Constrained M-estimates of Multivariate Location and Scatter

Class "Qda" - virtual base class for all classic and robust QDA classes

Classical and Robust One-way MANOVA: Wilks Lambda

Robust Hotelling T2 test

PredictQda-class

Class "PredictQda" - prediction of "Qda" objects

PcaHubert-class

Class "PcaHubert" - ROBust method for Principal Components Analysis

Robust Quadratic Discriminant Analysis

ROBPCA - ROBust method for Principal Components Analysis

Constrained M-Estimates of Location and Scatter

Calculates the points for drawing a confidence ellipsoid

Archaic Greek Pottery data

getLoadings-methods

Accessor methods to the essential slots of Pca and its subclasses

PcaRobust-class

Class "PcaRobust" is a virtual base class for all robust PCA classes

PredictLda-class

Class "PredictLda" - prediction of "Lda" objects

Robust PCA based on a robust covariance matrix

Rice taste data

Biplot for Principal Components (objects of class 'Pca')

getCenter-methods

Accessor methods to the essential slots of Cov and its subclasses

PcaLocantore-class

Class "PcaLocantore" Spherical Principal Components

Robust Principal Components based on Projection Pursuit (PP): GRID search Algorithm

Campbell Bushfire Data with added missing data items

Hosking and Wallis Data Set, Table 3.3

Fish Catch Data Set

Hosking and Wallis Data Set, Table 3.2

CovRobust-class

Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter

Automatic vehicle recognition data

Constrained M-Estimates of Location and Scatter

Robust Location and Scatter Estimation

United Nations Data - 1986

Spherical Principal Components

Score plot for Principal Components (objects of class 'Pca')

Class "Linda" - Robust method for LINear Discriminant Analysis

Different utility functions to be used in rrcov and packages depending on rrcov

Methods for Function 'plot' in Package 'rrcov'

Robust Linear Discriminant Analysis

Quadratic Discriminant Analysis

QdaClassic-class

Class "QdaClassic" - Quadratic Discriminant Analysis

Class "PcaGrid" - Robust PCA using PP - GRID search Algorithm

Class "QdaCov" - Robust methods for Quadratic Discriminant Analysis

SummaryCovRobust-class

Class "SummaryCovRobust" - summary of "CovRobust" objects

Class "PcaProj" - Robust PCA using PP - Croux and Ruiz-Gazen (2005) algorithm

Hemophilia Data

isSingular-methods

Check if a covariance matrix (object of class 'Cov') is singular

SummaryLda-class

Class "SummaryLda" - summary of "Lda" objects

restimate-methods

Methods for Function estimate in Package 'rrcov'

Compute score and orthogonal distances for Principal Components (objects of class 'Pca')

scorePlot-methods

Score plot for Principal Components (objects of class 'Pca')

Robust Principal Components based on Projection Pursuit (PP): Croux and Ruiz-Gazen (2005) algorithm

SummaryQda-class

Class "SummaryQda" - summary of "Qda" objects

SummaryPca-class

Class "SummaryPca" - summary of "Pca" objects

Exchangable cations in forest soil data set

QdaRobust-class

Class "QdaRobust" is a virtual base class for all robust QDA classes

Marona and Yohai Artificial Data

Reaven and Miller diabetes data

Wages and Hours

SummaryCov-class

Class "SummaryCov" - summary of "Cov" objects