cauchypca
Robust Principal Component Analysis Using the Cauchy Distribution
A new robust principal component analysis algorithm is implemented that relies upon the Cauchy Distribution. The algorithm is suitable for high dimensional data even if the sample size is less than the number of variables. The methodology is described in this paper: Fayomi A., Pantazis Y., Tsagris M. and Wood A.T.A. (2024). "Cauchy robust principal component analysis with applications to high-dimensional data sets". Statistics and Computing, 34: 26.
- Version1.3
- R version≥ 4.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release01/24/2024
Team
Michail Tsagris
Aisha Fayomi
Show author detailsRolesContributorYannis Pantazis
Show author detailsRolesContributorAndrew T.A. Wood
Show author detailsRolesContributor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends1 package
- Imports6 packages