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About
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).
github.com/valentint/rrcovHD | |
Bug report | File report |
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Maintainer
Maintainer | Valentin Todorov |