Package: robustmatrix 0.1.5

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_0.1.5.tar.gz
robustmatrix_0.1.5.tar.gz(r-4.7-arm64)robustmatrix_0.1.5.tar.gz(r-4.7-x86_64)robustmatrix_0.1.5.tar.gz(r-4.6-arm64)robustmatrix_0.1.5.tar.gz(r-4.6-x86_64)
robustmatrix_0.1.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
robustmatrix/json (API)

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

On CRAN:

Conda:

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

openblascppopenmp

2.00 score 3 scripts 591 downloads 8 exports 5 dependencies

Last updated from:dcd30fd254. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK171
linux-devel-x86_64OK141
source / vignettesOK231
linux-release-arm64OK132
linux-release-x86_64OK140
wasm-releaseOK128

Exports:clean_prob_mmcdcstepmatrixShapleymmcdmmdmmlen_subsets_mmcdrmatnorm

Dependencies:rbibutilsRcppRcppArmadilloRcppProgressRdpack

Examples for the Matrix Minimum Covariance Determinant estimators

Rendered fromMMCD_examples.Rmdusingknitr::rmarkdownon May 23 2026.

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