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

# 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:

openblas

10.70 score 2 stars 97 packages 680 scripts 25k downloads 12 mentions 68 exports 5 dependencies

Last updated from:cf03cf7867. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	166
linux-devel-x86_64	OK	220
source / vignettes	OK	196
linux-release-arm64	OK	191
linux-release-x86_64	OK	156
macos-release-arm64	OK	126
macos-release-x86_64	OK	308
macos-oldrel-arm64	OK	133
macos-oldrel-x86_64	OK	292
windows-devel	OK	208
windows-release	OK	140
windows-oldrel	OK	132
wasm-release	OK	103

Exports:biplot Cov CovClassic CovControlMcd CovControlMest CovControlMMest CovControlMrcd CovControlMve CovControlOgk CovControlSde CovControlSest CovMcd covMest CovMest CovMMest CovMrcd CovMve CovOgk CovRobust CovSde CovSest getCenter getCorr getCov getData getDet getDistance getEigenvalues getEllipse getEvals getFlag getLoadings getMeth getPrcomp getQuan getRaw getScale getScores getSdev getShape isClassic isSingular LdaClassic LdaPP Linda mtxconfusion myscreeplot pca.distances pca.scoreplot PcaClassic PcaCov PcaGrid PcaHubert PcaLocantore PcaProj plot predict QdaClassic QdaCov restimate scorePlot screeplot show sqrtm summary T2.test vecnorm Wilks.test

Dependencies:DEoptimR lattice mvtnorm pcaPP robustbase

An Object-Oriented Framework for Robust Multivariate Analysis

Introduction | Design approach and structure of the framework | Example session | Robust multivariate methods | Conclusions

Rendered fromrrcov.Rnwusingutils::Sweave

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

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Annual maximum streamflow in central Appalachia	Appalachia
Biplot for Principal Components (objects of class 'Pca')	biplot biplot,ANY-method biplot,Pca-method biplot-methods
Automatic vehicle recognition data	bus
Campbell Bushfire Data with added missing data items	bushmiss
Consumer reports car data: dimensions	Cars
Annual precipitation totals for the North Cascades region	Cascades
Class "Cov" - a base class for estimates of multivariate location and scatter	Cov-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 Scatter	Cov CovClassic
Class "CovClassic" - classical estimates of multivariate location and scatter	CovClassic-class
Class "CovControl" is a VIRTUAL base control class	CovControl-class
Constructor function for objects of class "CovControlMcd"	CovControlMcd
Class 'CovControlMcd' - contains control parameters for CovMcd	CovControlMcd-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 CovMve	CovControlMve-class restimate,CovControlMve-method
Constructor function for objects of class "CovControlOgk"	CovControlOgk
Class 'CovControlOgk' - contains control parameters for CovOgk	CovControlOgk-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 MCD	CovMcd
MCD Estimates of Multivariate Location and Scatter	CovMcd-class
Constrained M-Estimates of Location and Scatter	covMest
Constrained M-Estimates of Location and Scatter	CovMest
Constrained M-estimates of Multivariate Location and Scatter	CovMest-class
MM Estimates of Multivariate Location and Scatter	CovMMest
MM Estimates of Multivariate Location and Scatter	CovMMest-class
Robust Location and Scatter Estimation via Minimum Regularized Covariance Determonant (MRCD)	CovMrcd
MRCD Estimates of Multivariate Location and Scatter	CovMrcd-class
Robust Location and Scatter Estimation via MVE	CovMve
MVE Estimates of Multivariate Location and Scatter	CovMve-class
Robust Location and Scatter Estimation - Ortogonalized Gnanadesikan-Kettenring (OGK)	CovOgk
OGK Estimates of Multivariate Location and Scatter	CovOgk-class
Robust Location and Scatter Estimation	CovRobust
Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter	CovRobust-class getMeth,CovRobust-method getRaw,CovRobust-method isClassic,CovRobust-method show,CovRobust-method summary,CovRobust-method
Stahel-Donoho Estimates of Multivariate Location and Scatter	CovSde
Stahel-Donoho Estimates of Multivariate Location and Scatter	CovSde-class
S Estimates of Multivariate Location and Scatter	CovSest
S Estimates of Multivariate Location and Scatter	CovSest-class
Reaven and Miller diabetes data	diabetes
Fish Catch Data Set	fish
Fruit data set	fruit
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 ellipsoid	getEllipse
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 Data	hemophilia
Johns Hopkins University Ionosphere database.	ionosphere
Check if a covariance matrix (object of class 'Cov') is singular	isSingular isSingular,ANY-method isSingular,Cov-method isSingular-methods
Class "Lda" - virtual base class for all classic and robust LDA classes	Lda-class predict,Lda-method show,Lda-method summary,Lda-method
Linear Discriminant Analysis	LdaClassic LdaClassic.default LdaClassic.formula
Class "LdaClassic" - Linear Discriminant Analysis	LdaClassic-class
Robust Linear Discriminant Analysis by Projection Pursuit	LdaPP LdaPP.default LdaPP.formula
Class "LdaPP" - Robust method for Linear Discriminant Analysis by Projection-pursuit	LdaPP-class predict,LdaPP-method
Class "LdaRobust" is a virtual base class for all robust LDA classes	LdaRobust-class
Robust Linear Discriminant Analysis	Linda Linda.default Linda.formula
Class "Linda" - Robust method for LINear Discriminant Analysis	Linda-class
Hosking and Wallis Data Set, Table 3.2	lmom32
Hosking and Wallis Data Set, Table 3.3	lmom33
Computer Hardware	machines
Marona and Yohai Artificial Data	maryo
Octane data	octane
Olive Oil Data	olitos
Oslo Transect Data	OsloTransect
Class "Pca" - virtual base class for all classic and robust PCA classes	getCenter,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 Analysis	PcaClassic PcaClassic.default PcaClassic.formula
Class "PcaClassic" - Principal Components Analysis	getQuan,PcaClassic-method PcaClassic-class
Robust PCA based on a robust covariance matrix	PcaCov PcaCov.default PcaCov.formula
Class "PcaCov" - Robust PCA based on a robust covariance matrix	getQuan,PcaCov-method PcaCov-class
Robust Principal Components based on Projection Pursuit (PP): GRID search Algorithm	PcaGrid PcaGrid.default PcaGrid.formula
Class "PcaGrid" - Robust PCA using PP - GRID search Algorithm	getQuan,PcaGrid-method PcaGrid-class
ROBPCA - ROBust method for Principal Components Analysis	PcaHubert PcaHubert.default PcaHubert.formula
Class "PcaHubert" - ROBust method for Principal Components Analysis	getQuan,PcaHubert-method PcaHubert-class
Spherical Principal Components	PcaLocantore PcaLocantore.default PcaLocantore.formula
Class "PcaLocantore" Spherical Principal Components	getQuan,PcaLocantore-method PcaLocantore-class
Robust Principal Components based on Projection Pursuit (PP): Croux and Ruiz-Gazen (2005) algorithm	PcaProj PcaProj.default PcaProj.formula
Class "PcaProj" - Robust PCA using PP - Croux and Ruiz-Gazen (2005) algorithm	getQuan,PcaProj-method PcaProj-class
Class "PcaRobust" is a virtual base class for all robust PCA classes	PcaRobust-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 data	pottery pottery.test
Class "PredictLda" - prediction of "Lda" objects	PredictLda-class show,PredictLda-method
Class "PredictQda" - prediction of "Qda" objects	PredictQda-class show,PredictQda-method
Class "Qda" - virtual base class for all classic and robust QDA classes	predict,Qda-method Qda-class show,Qda-method summary,Qda-method
Quadratic Discriminant Analysis	QdaClassic QdaClassic.default QdaClassic.formula
Class "QdaClassic" - Quadratic Discriminant Analysis	QdaClassic-class
Robust Quadratic Discriminant Analysis	QdaCov QdaCov.default QdaCov.formula
Class "QdaCov" - Robust methods for Quadratic Discriminant Analysis	QdaCov-class
Class "QdaRobust" is a virtual base class for all robust QDA classes	QdaRobust-class
Methods for Function estimate in Package 'rrcov'	restimate restimate,CovControlMest-method restimate-methods
Rice taste data	rice
Salmon data	salmon
Score plot for Principal Components (objects of class 'Pca')	scorePlot scorePlot,ANY-method scorePlot,Pca-method scorePlot-methods
Exchangable cations in forest soil data set	soil
Class "SummaryCov" - summary of "Cov" objects	getCenter,SummaryCov-method getCov,SummaryCov-method getDistance,SummaryCov-method getEvals,SummaryCov-method isClassic,SummaryCov-method show,SummaryCov-method SummaryCov-class
Class "SummaryCovRobust" - summary of "CovRobust" objects	isClassic,SummaryCovRobust-method show,SummaryCovRobust-method SummaryCovRobust-class
Class "SummaryLda" - summary of "Lda" objects	show,SummaryLda-method SummaryLda-class
Class "SummaryPca" - summary of "Pca" objects	show,SummaryPca-method SummaryPca-class
Class "SummaryQda" - summary of "Qda" objects	show,SummaryQda-method SummaryQda-class
Robust Hotelling T2 test	T2.test T2.test.default T2.test.formula
United Nations Data - 1986	un86
Wages and Hours	wages
Classical and Robust One-way MANOVA: Wilks Lambda	model.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