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robustmatrix  

Robust Matrix-Variate Parameter Estimation
View on CRAN: Click here


Download and install robustmatrix package within the R console
Install from CRAN:
install.packages("robustmatrix")

Install from Github:
library("remotes")
install_github("cran/robustmatrix")

Install by package version:
library("remotes")
install_version("robustmatrix", "0.1.4")



Attach the package and use:
library("robustmatrix")
Maintained by
Marcus Mayrhofer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-01-16
Latest Update: 2025-05-14
Description:
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.
How to cite:
Marcus Mayrhofer (2024). robustmatrix: Robust Matrix-Variate Parameter Estimation. R package version 0.1.4, https://cran.r-project.org/web/packages/robustmatrix. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 06:52), 0.1.0 (2024-01-16 14:40), 0.1.1 (2024-01-18 10:50), 0.1.2 (2024-01-29 13:30), 0.1.3 (2024-10-17 14:10), 0.1.4 (2025-05-14 17:40)
Other packages that cited robustmatrix R package
View robustmatrix citation profile
Other R packages that robustmatrix depends, imports, suggests or enhances
Complete documentation for robustmatrix
Functions, R codes and Examples using the robustmatrix R package
Some associated functions: clean_prob_mmcd . cstep . darwin . matrixShapley . mmcd . mmd . mmle . n_subsets_mmcd . rmatnorm . weather . 
Some associated R codes: RcppExports.R . data.R . matrixShapley.R . matrix_qda.R . misc.R . mmd.R . rmatnorm.R . robustmatrix-package.R .  Full robustmatrix package functions and examples
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