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rrcovHD  

Robust Multivariate Methods for High Dimensional Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rrcovHD", "0.3-1")



Attach the package and use:
library("rrcovHD")
Maintained by
Valentin Todorov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-07-24
Latest Update: 2024-08-17
Description:
Robust multivariate methods for high dimensional data including outlier detection (Filzmoser and Todorov (2013) ), robust sparse PCA (Croux et al. (2013) , Todorov and Filzmoser (2013) ), robust PLS (Todorov and Filzmoser (2014) ), and robust sparse classification (Ortner et al. (2020) ).
How to cite:
Valentin Todorov (2012). rrcovHD: Robust Multivariate Methods for High Dimensional Data. R package version 0.3-1, https://cran.r-project.org/web/packages/rrcovHD. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:53), 0.2-00 (2012-07-24 18:48), 0.2-01 (2013-04-01 22:29), 0.2-2 (2013-08-29 01:23), 0.2-3 (2014-12-02 16:36), 0.2-4 (2016-02-15 08:28), 0.2-5 (2016-11-11 12:09), 0.2-6 (2019-11-29 07:10), 0.2-7 (2021-04-23 10:50), 0.3-0 (2024-02-04 17:00)
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