Package: robustmatrix 0.1.2

Marcus Mayrhofer

robustmatrix: Robust Matrix-Variate Parameter Estimation

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.

Authors:Marcus Mayrhofer [aut, cre], Una Radojičić [aut], Peter Filzmoser [aut]

robustmatrix_0.1.2.tar.gz
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robustmatrix.pdf |robustmatrix.html✨
robustmatrix/json (API)

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

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • darwin - DARWIN
  • weather - Glacier weather data – Sonnblick observatory

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

8 exports 0.09 score 4 dependencies 165 downloads

Last updated 8 months agofrom:be25d86935. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 27 2024
R-4.5-linux-x86_64OKAug 27 2024

Exports:clean_prob_mmcdcstepmatrixShapleymmcdmmdmmlen_subsets_mmcdrmatnorm

Dependencies:rbibutilsRcppRcppArmadilloRdpack

Examples for the Matrix Minimum Covariance Determinant estimators

Mayrhofer, M. and Radojičić, U. and Filzmoser, P.

Rendered fromMMCD_examples.Rmdusingknitr::rmarkdownon Aug 27 2024.

Last update: 2024-01-17
Started: 2024-01-17