Package: rrcov 1.7-8

rrcov: Scalable Robust Estimators with High Breakdown Point

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point: principal component analysis (Filzmoser and Todorov (2013), <doi:10.1016/j.ins.2012.10.017>), linear and quadratic discriminant analysis (Todorov and Pires (2007)), multivariate tests (Todorov and Filzmoser (2010) <doi:10.1016/j.csda.2009.08.015>), outlier detection (Todorov et al. (2010) <doi:10.1007/s11634-010-0075-2>). See also Todorov and Filzmoser (2009) <urn:isbn:978-3838108148>, Todorov and Filzmoser (2010) <doi:10.18637/jss.v032.i03> and Boudt et al. (2019) <doi:10.1007/s11222-019-09869-x>.

Authors:Valentin Todorov [aut, cre]

rrcov_1.7-8.tar.gz
rrcov_1.7-8.zip(r-4.7)rrcov_1.7-8.zip(r-4.6)rrcov_1.7-8.zip(r-4.5)
rrcov_1.7-8.tgz(r-4.6-x86_64)rrcov_1.7-8.tgz(r-4.6-arm64)rrcov_1.7-8.tgz(r-4.5-x86_64)rrcov_1.7-8.tgz(r-4.5-arm64)
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rrcov_1.7-8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
rrcov/json (API)
NEWS

# Install 'rrcov' in R:
install.packages('rrcov', repos = c('https://valentint.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/valentint/rrcov/issues

Uses libs:
  • openblas– Optimized BLAS
Datasets:
  • Appalachia - Annual maximum streamflow in central Appalachia
  • bus - Automatic vehicle recognition data
  • bushmiss - Campbell Bushfire Data with added missing data items
  • Cars - Consumer reports car data: dimensions
  • Cascades - Annual precipitation totals for the North Cascades region
  • diabetes - Reaven and Miller diabetes data
  • fish - Fish Catch Data Set
  • fruit - Fruit data set
  • hemophilia - Hemophilia Data
  • ionosphere - Johns Hopkins University Ionosphere database.
  • lmom32 - Hosking and Wallis Data Set, Table 3.2
  • lmom33 - Hosking and Wallis Data Set, Table 3.3
  • machines - Computer Hardware
  • maryo - Marona and Yohai Artificial Data
  • octane - Octane data
  • olitos - Olive Oil Data
  • OsloTransect - Oslo Transect Data
  • pottery - Archaic Greek Pottery data
  • pottery.test - Archaic Greek Pottery data
  • rice - Rice taste data
  • salmon - Salmon data
  • soil - Exchangable cations in forest soil data set
  • un86 - United Nations Data - 1986
  • wages - Wages and Hours
  • wolves - Skull dimensions of the wolf _Canis lupus_ L.

On CRAN:

Conda:

openblas

10.63 score 2 stars 96 packages 554 scripts 26k downloads 12 mentions 68 exports 5 dependencies

Last updated from:cf03cf7867. Checks:12 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK149
linux-devel-x86_64OK170
source / vignettesOK205
linux-release-arm64OK143
linux-release-x86_64OK146
macos-release-arm64OK147
macos-release-x86_64OK301
macos-oldrel-arm64OK144
macos-oldrel-x86_64OK246
windows-develOK200
windows-releaseOK121
windows-oldrelOK151
wasm-releaseFAIL1420

Exports:biplotCovCovClassicCovControlMcdCovControlMestCovControlMMestCovControlMrcdCovControlMveCovControlOgkCovControlSdeCovControlSestCovMcdcovMestCovMestCovMMestCovMrcdCovMveCovOgkCovRobustCovSdeCovSestgetCentergetCorrgetCovgetDatagetDetgetDistancegetEigenvaluesgetEllipsegetEvalsgetFlaggetLoadingsgetMethgetPrcompgetQuangetRawgetScalegetScoresgetSdevgetShapeisClassicisSingularLdaClassicLdaPPLindamtxconfusionmyscreeplotpca.distancespca.scoreplotPcaClassicPcaCovPcaGridPcaHubertPcaLocantorePcaProjplotpredictQdaClassicQdaCovrestimatescorePlotscreeplotshowsqrtmsummaryT2.testvecnormWilks.test

Dependencies:DEoptimRlatticemvtnormpcaPProbustbase

An Object-Oriented Framework for Robust Multivariate Analysis

Rendered fromrrcov.Rnwusingutils::Sweaveon May 17 2026.

Last update: 2022-01-24
Started: 2021-06-20

Readme and manuals

Help Manual

Help pageTopics
Annual maximum streamflow in central AppalachiaAppalachia
Biplot for Principal Components (objects of class 'Pca')biplot biplot,ANY-method biplot,Pca-method biplot-methods
Automatic vehicle recognition databus
Campbell Bushfire Data with added missing data itemsbushmiss
Consumer reports car data: dimensionsCars
Annual precipitation totals for the North Cascades regionCascades
Class "Cov" - a base class for estimates of multivariate location and scatterCov-class getCenter,Cov-method getCenter-method getCorr,Cov-method getCov,Cov-method getData,Cov-method getDet,Cov-method getDistance,Cov-method getEvals,Cov-method getFlag,Cov-method getShape,Cov-method isClassic,Cov-method isClassic,method plot plot,Cov,missing-method show,Cov-method summary,Cov-method Ufunction-class Ulist-class Umatrix-class Utable-class Uvector-class
Classical Estimates of Multivariate Location and ScatterCov CovClassic
Class "CovClassic" - classical estimates of multivariate location and scatterCovClassic-class
Class "CovControl" is a VIRTUAL base control classCovControl-class
Constructor function for objects of class "CovControlMcd"CovControlMcd
Class 'CovControlMcd' - contains control parameters for CovMcdCovControlMcd-class restimate,CovControlMcd-method
Constructor function for objects of class "CovControlMest"CovControlMest
Class 'CovControlMest' - contains control parameters for "CovMest"CovControlMest-class
Constructor function for objects of class "CovControlMMest"CovControlMMest
Class 'CovControlMMest' - contains control parameters for "CovMMest"CovControlMMest-class restimate,CovControlMMest-method
Constructor function for objects of class "CovControlMrcd"CovControlMrcd
Class 'CovControlMrcd' - contains control parameters for CovMrcd()CovControlMrcd-class restimate,CovControlMrcd-method
Constructor function for objects of class "CovControlMve"CovControlMve
Class 'CovControlMve' - contains control parameters for CovMveCovControlMve-class restimate,CovControlMve-method
Constructor function for objects of class "CovControlOgk"CovControlOgk
Class 'CovControlOgk' - contains control parameters for CovOgkCovControlOgk-class restimate,CovControlOgk-method
Constructor function for objects of class "CovControlSde"CovControlSde
Class 'CovControlSde' - contains control parameters for "CovSde"CovControlSde-class restimate,CovControlSde-method
Constructor function for objects of class "CovControlSest"CovControlSest
Class 'CovControlSest' - contains control parameters for "CovSest"CovControlSest-class restimate,CovControlSest-method
Robust Location and Scatter Estimation via MCDCovMcd
MCD Estimates of Multivariate Location and ScatterCovMcd-class
Constrained M-Estimates of Location and ScattercovMest
Constrained M-Estimates of Location and ScatterCovMest
Constrained M-estimates of Multivariate Location and ScatterCovMest-class
MM Estimates of Multivariate Location and ScatterCovMMest
MM Estimates of Multivariate Location and ScatterCovMMest-class
Robust Location and Scatter Estimation via Minimum Regularized Covariance Determonant (MRCD)CovMrcd
MRCD Estimates of Multivariate Location and ScatterCovMrcd-class
Robust Location and Scatter Estimation via MVECovMve
MVE Estimates of Multivariate Location and ScatterCovMve-class
Robust Location and Scatter Estimation - Ortogonalized Gnanadesikan-Kettenring (OGK)CovOgk
OGK Estimates of Multivariate Location and ScatterCovOgk-class
Robust Location and Scatter EstimationCovRobust
Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatterCovRobust-class getMeth,CovRobust-method getRaw,CovRobust-method isClassic,CovRobust-method show,CovRobust-method summary,CovRobust-method
Stahel-Donoho Estimates of Multivariate Location and ScatterCovSde
Stahel-Donoho Estimates of Multivariate Location and ScatterCovSde-class
S Estimates of Multivariate Location and ScatterCovSest
S Estimates of Multivariate Location and ScatterCovSest-class
Reaven and Miller diabetes datadiabetes
Fish Catch Data Setfish
Fruit data setfruit
Accessor methods to the essential slots of Cov and its subclasses$,Cov-method $-methods getCenter getCenter-methods getCorr getCorr-methods getCov getCov-methods getData getData-methods getDet getDet-methods getDistance getDistance-methods getEvals getEvals-methods getFlag getFlag-methods getMeth getMeth-methods getRaw getRaw-methods getShape getShape-methods isClassic isClassic-methods names names,Cov-method names-methods
Calculates the points for drawing a confidence ellipsoidgetEllipse
Accessor methods to the essential slots of Pca and its subclasses$,Pca-method getEigenvalues getEigenvalues,methods getLoadings getLoadings-methods getPrcomp getPrcomp,methods getQuan getQuan,methods getScale getScale,methods getScores getScores,methods getSdev getSdev,methods names,Pca-method
Hemophilia Datahemophilia
Johns Hopkins University Ionosphere database.ionosphere
Check if a covariance matrix (object of class 'Cov') is singularisSingular isSingular,ANY-method isSingular,Cov-method isSingular-methods
Class "Lda" - virtual base class for all classic and robust LDA classesLda-class predict,Lda-method show,Lda-method summary,Lda-method
Linear Discriminant AnalysisLdaClassic LdaClassic.default LdaClassic.formula
Class "LdaClassic" - Linear Discriminant AnalysisLdaClassic-class
Robust Linear Discriminant Analysis by Projection PursuitLdaPP LdaPP.default LdaPP.formula
Class "LdaPP" - Robust method for Linear Discriminant Analysis by Projection-pursuitLdaPP-class predict,LdaPP-method
Class "LdaRobust" is a virtual base class for all robust LDA classesLdaRobust-class
Robust Linear Discriminant AnalysisLinda Linda.default Linda.formula
Class "Linda" - Robust method for LINear Discriminant AnalysisLinda-class
Hosking and Wallis Data Set, Table 3.2lmom32
Hosking and Wallis Data Set, Table 3.3lmom33
Computer Hardwaremachines
Marona and Yohai Artificial Datamaryo
Octane dataoctane
Olive Oil Dataolitos
Oslo Transect DataOsloTransect
Class "Pca" - virtual base class for all classic and robust PCA classesgetCenter,Pca-method getEigenvalues,Pca-method getLoadings,Pca-method getPrcomp,Pca-method getScale,Pca-method getScores,Pca-method getSdev,Pca-method Pca-class plot,Pca,missing-method predict predict,Pca-method screeplot screeplot,Pca-method show,Pca-method summary,Pca-method
Compute score and orthogonal distances for Principal Components (objects of class 'Pca')pca.distances
Score plot for Principal Components (objects of class 'Pca')pca.scoreplot
Principal Components AnalysisPcaClassic PcaClassic.default PcaClassic.formula
Class "PcaClassic" - Principal Components AnalysisgetQuan,PcaClassic-method PcaClassic-class
Robust PCA based on a robust covariance matrixPcaCov PcaCov.default PcaCov.formula
Class "PcaCov" - Robust PCA based on a robust covariance matrixgetQuan,PcaCov-method PcaCov-class
Robust Principal Components based on Projection Pursuit (PP): GRID search AlgorithmPcaGrid PcaGrid.default PcaGrid.formula
Class "PcaGrid" - Robust PCA using PP - GRID search AlgorithmgetQuan,PcaGrid-method PcaGrid-class
ROBPCA - ROBust method for Principal Components AnalysisPcaHubert PcaHubert.default PcaHubert.formula
Class "PcaHubert" - ROBust method for Principal Components AnalysisgetQuan,PcaHubert-method PcaHubert-class
Spherical Principal ComponentsPcaLocantore PcaLocantore.default PcaLocantore.formula
Class "PcaLocantore" Spherical Principal ComponentsgetQuan,PcaLocantore-method PcaLocantore-class
Robust Principal Components based on Projection Pursuit (PP): Croux and Ruiz-Gazen (2005) algorithmPcaProj PcaProj.default PcaProj.formula
Class "PcaProj" - Robust PCA using PP - Croux and Ruiz-Gazen (2005) algorithmgetQuan,PcaProj-method PcaProj-class
Class "PcaRobust" is a virtual base class for all robust PCA classesPcaRobust-class
Methods for Function 'plot' in Package 'rrcov'plot,CovClassic,missing-method plot,CovClassic-method plot,CovRobust,missing-method plot,CovRobust-method plot-methods
Archaic Greek Pottery datapottery pottery.test
Class "PredictLda" - prediction of "Lda" objectsPredictLda-class show,PredictLda-method
Class "PredictQda" - prediction of "Qda" objectsPredictQda-class show,PredictQda-method
Class "Qda" - virtual base class for all classic and robust QDA classespredict,Qda-method Qda-class show,Qda-method summary,Qda-method
Quadratic Discriminant AnalysisQdaClassic QdaClassic.default QdaClassic.formula
Class "QdaClassic" - Quadratic Discriminant AnalysisQdaClassic-class
Robust Quadratic Discriminant AnalysisQdaCov QdaCov.default QdaCov.formula
Class "QdaCov" - Robust methods for Quadratic Discriminant AnalysisQdaCov-class
Class "QdaRobust" is a virtual base class for all robust QDA classesQdaRobust-class
Methods for Function estimate in Package 'rrcov'restimate restimate,CovControlMest-method restimate-methods
Rice taste datarice
Salmon datasalmon
Score plot for Principal Components (objects of class 'Pca')scorePlot scorePlot,ANY-method scorePlot,Pca-method scorePlot-methods
Exchangable cations in forest soil data setsoil
Class "SummaryCov" - summary of "Cov" objectsgetCenter,SummaryCov-method getCov,SummaryCov-method getDistance,SummaryCov-method getEvals,SummaryCov-method isClassic,SummaryCov-method show,SummaryCov-method SummaryCov-class
Class "SummaryCovRobust" - summary of "CovRobust" objectsisClassic,SummaryCovRobust-method show,SummaryCovRobust-method SummaryCovRobust-class
Class "SummaryLda" - summary of "Lda" objectsshow,SummaryLda-method SummaryLda-class
Class "SummaryPca" - summary of "Pca" objectsshow,SummaryPca-method SummaryPca-class
Class "SummaryQda" - summary of "Qda" objectsshow,SummaryQda-method SummaryQda-class
Robust Hotelling T2 testT2.test T2.test.default T2.test.formula
United Nations Data - 1986un86
Wages and Hourswages
Classical and Robust One-way MANOVA: Wilks Lambdamodel.frame.Wilks.test Wilks.test Wilks.test.data.frame Wilks.test.default Wilks.test.formula Wilks.test.matrix
Skull dimensions of the wolf _Canis lupus_ L.wolves