Package: robustmatrix 0.1.3

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_0.1.3.tar.gz
robustmatrix_0.1.3.tar.gz(r-4.5-noble)robustmatrix_0.1.3.tar.gz(r-4.4-noble)
robustmatrix_0.1.3.tgz(r-4.4-emscripten)robustmatrix_0.1.3.tgz(r-4.3-emscripten)
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.

openblascppopenmp

2.48 score 2 scripts 169 downloads 8 exports 4 dependencies

Last updated 2 months agofrom:22aa557a4f. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 17 2024
R-4.5-linux-x86_64OKDec 17 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 Dec 17 2024.

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