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 = '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 194 downloads 8 exports 4 dependencies

Last updated 5 months agofrom:22aa557a4f. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 17 2025
R-4.5-linux-x86_64OKMar 17 2025
R-4.4-linux-x86_64OKMar 17 2025

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 Mar 17 2025.

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

Citation

To cite package 'robustmatrix' in publications, please use:

Mayrhofer M, Radojičić U, Filzmoser P (2024). robustmatrix: Robust Matrix-Variate Parameter Estimation R package version 0.1.3. Available at https://CRAN.R-project.org/package=robustmatrix.

To cite the related article, please use:

Mayrhofer M, Radojičić U, Filzmoser P (2024). Robust covariance estimation and explainable outlier detection for matrix-valued data. arXiv preprint arXiv:2403.03975. https://doi.org/10.48550/arXiv.2403.03975.

Corresponding BibTeX entries: 

  @Manual{,
    title = {robustmatrix: Robust Matrix-Variate Parameter Estimation},
    author = {Marcus Mayrhofer and Una Radojičić and Peter Filzmoser},
    year = {2024},
    note = {R package version 0.1.3},
    url = {https://CRAN.R-project.org/package=robustmatrix},
  }

  @Article{,
    title = {Robust covariance estimation and explainable outlier
      detection for matrix-valued data},
    author = {Marcus Mayrhofer and Una Radojičić and Peter Filzmoser},
    journal = {arXiv preprint arXiv:2403.03975},
    year = {2024},
    doi = {10.48550/arXiv.2403.03975},
  }