Robust covariance estimation for matrix-valued data and data with Kronecker-covariance structure using the Matrix Minimum Covariance Determinant (MMCD) estimators and outlier explanation using and Shapley values.
Version: | 0.1.3 |
Depends: | R (≥ 4.0.0) |
Imports: | Rcpp, stats, Rdpack |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | knitr, rmarkdown, roxygen2, gridExtra, dplyr, forcats, ggnewscale, ggplot2, ggrepel, tibble, tidyr |
Published: | 2024-10-17 |
DOI: | 10.32614/CRAN.package.robustmatrix |
Author: | Marcus Mayrhofer [aut, cre], Una Radojičić [aut], Peter Filzmoser [aut] |
Maintainer: | Marcus Mayrhofer <marcus.mayrhofer at tuwien.ac.at> |
License: | GPL-3 |
NeedsCompilation: | yes |
Citation: | robustmatrix citation info |
CRAN checks: | robustmatrix results |
Reference manual: | robustmatrix.pdf |
Vignettes: |
MMCD_examples (source, R code) |
Package source: | robustmatrix_0.1.3.tar.gz |
Windows binaries: | r-devel: robustmatrix_0.1.3.zip, r-release: robustmatrix_0.1.3.zip, r-oldrel: robustmatrix_0.1.3.zip |
macOS binaries: | r-devel (arm64): robustmatrix_0.1.3.tgz, r-release (arm64): robustmatrix_0.1.3.tgz, r-oldrel (arm64): robustmatrix_0.1.3.tgz, r-devel (x86_64): robustmatrix_0.1.3.tgz, r-release (x86_64): robustmatrix_0.1.3.tgz, r-oldrel (x86_64): robustmatrix_0.1.3.tgz |
Old sources: | robustmatrix archive |
Please use the canonical form https://CRAN.R-project.org/package=robustmatrix to link to this page.