rrcovHD

Robust Multivariate Methods for High Dimensional Data

CRAN Package

Robust multivariate methods for high dimensional data including outlier detection (Filzmoser and Todorov (2013) ), robust sparse PCA (Croux et al. (2013) , Todorov and Filzmoser (2013) ), robust PLS (Todorov and Filzmoser (2014) ), and robust sparse classification (Ortner et al. (2020) ).

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  • Depends2 packages
  • Imports6 packages
  • Suggests1 package
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