Package: pcaPP 2.0-4-1
pcaPP: Robust PCA by Projection Pursuit
Provides functions for robust PCA by projection pursuit. The methods are described in Croux et al. (2006) <doi:10.2139/ssrn.968376>, Croux et al. (2013) <doi:10.1080/00401706.2012.727746>, Todorov and Filzmoser (2013) <doi:10.1007/978-3-642-33042-1_31>.
Authors:
pcaPP_2.0-4-1.tar.gz
pcaPP_2.0-4-1.zip(r-4.5)pcaPP_2.0-4-1.zip(r-4.4)pcaPP_2.0-4-1.zip(r-4.3)
pcaPP_2.0-4-1.tgz(r-4.4-x86_64)pcaPP_2.0-4-1.tgz(r-4.4-arm64)pcaPP_2.0-4-1.tgz(r-4.3-x86_64)pcaPP_2.0-4-1.tgz(r-4.3-arm64)
pcaPP_2.0-4-1.tar.gz(r-4.5-noble)pcaPP_2.0-4-1.tar.gz(r-4.4-noble)
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pcaPP.pdf |pcaPP.html✨
pcaPP/json (API)
# Install 'pcaPP' in R: |
install.packages('pcaPP', repos = c('https://valentint.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/valentint/pcapp/issues
Last updated 3 months agofrom:8d312e74f8. Checks:OK: 9. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 15 2024 |
R-4.5-win-x86_64 | OK | Oct 16 2024 |
R-4.5-linux-x86_64 | OK | Oct 16 2024 |
R-4.4-win-x86_64 | OK | Nov 15 2024 |
R-4.4-mac-x86_64 | OK | Nov 15 2024 |
R-4.4-mac-aarch64 | OK | Nov 15 2024 |
R-4.3-win-x86_64 | OK | Nov 15 2024 |
R-4.3-mac-x86_64 | OK | Nov 15 2024 |
R-4.3-mac-aarch64 | OK | Nov 15 2024 |
Exports:cor.fkcovPCcovPCAgridcovPCAprojdata.Zoul1medianl1median_BFGSl1median_CGl1median_HoCrl1median_NLMl1median_NMl1median_VaZhobjplotopt.BICopt.TPOPCAgridPCAprojPCdiagplotplotcovqnScaleAdvsPCAgrid
Dependencies:mvtnorm
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Fast estimation of Kendall's tau rank correlation coefficient | cor.fk |
Covariance Matrix Estimation from princomp Object | covPC |
Robust Covariance Matrix Estimation | covPCAgrid covPCAproj |
Test Data Generation for Sparse PCA examples | data.Zou |
Multivariate L1 Median | l1median |
Multivariate L1 Median | l1median_BFGS l1median_CG l1median_HoCr l1median_NLM l1median_NM l1median_VaZh |
Objective Function Plot for Sparse PCs | objplot |
Model Selection for Sparse (Robust) Principal Components | opt.BIC opt.TPO |
(Sparse) Robust Principal Components using the Grid search algorithm | PCAgrid sPCAgrid |
Robust Principal Components using the algorithm of Croux and Ruiz-Gazen (2005) | PCAproj |
Diagnostic plot for principal components | PCdiagplot |
Tradeoff Curves for Sparse PCs | plot.opt.BIC plot.opt.TPO |
Compare two Covariance Matrices in Plots | plotcov |
scale estimation using the robust Qn estimator | qn |
centers and rescales data | ScaleAdv |