PcaHubert-class
(Package: rrcov) :
Class "PcaHubert" - ROBust method for Principal Components Analysis
The ROBPCA algorithm was proposed by Hubert et al (2005) and stays for 'ROBust method for Principal Components Analysis'. It is resistant to outliers in the data. The robust loadings are computed using projection-pursuit techniques and the MCD method. Therefore ROBPCA can be applied to both low and high-dimensional data sets. In low dimensions, the MCD method is applied.
plot-methods
(Package: rrcov) :
Methods for Function 'plot' in Package 'rrcov'
Shows the Mahalanobis distances based on robust and/or classical estimates of the location and the covariance matrix in different plots. The following plots are available:
covMest
(Package: rrcov) :
Constrained M-Estimates of Location and Scatter
Computes constrained M-Estimates of multivariate location and scatter based on the translated biweight function (‘t-biweight’) using a High breakdown point initial estimate. The default initial estimate is the Minimum Volume Ellipsoid computed with CovMve. The raw (not reweighted) estimates are taken and the covariance matrix is standardized to determinant 1.
CovSest-class
(Package: rrcov) :
S Estimates of Multivariate Location and Scatter
This class, derived from the virtual class "CovRobust" accomodates S Estimates of multivariate location and scatter computed by the ‘Fast S’ or ‘SURREAL’ algorithm.