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.

Version: 0.1.2
Depends: R (≥ 4.0.0)
Imports: Rcpp, stats, Rdpack
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, roxygen2, gridExtra, dplyr, forcats, ggnewscale, ggplot2, ggrepel, tibble, tidyr
Published: 2024-01-29
Author: Marcus Mayrhofer [aut, cre], Una Radojičić [aut], Peter Filzmoser [aut]
Maintainer: Marcus Mayrhofer <marcus.mayrhofer at tuwien.ac.at>
License: GPL-3
NeedsCompilation: yes
CRAN checks: robustmatrix results

Documentation:

Reference manual: robustmatrix.pdf
Vignettes: MMCD_examples

Downloads:

Package source: robustmatrix_0.1.2.tar.gz
Windows binaries: r-prerel: robustmatrix_0.1.2.zip, r-release: robustmatrix_0.1.2.zip, r-oldrel: robustmatrix_0.1.2.zip
macOS binaries: r-prerel (arm64): robustmatrix_0.1.2.tgz, r-release (arm64): robustmatrix_0.1.2.tgz, r-oldrel (arm64): robustmatrix_0.1.2.tgz, r-prerel (x86_64): robustmatrix_0.1.2.tgz, r-release (x86_64): robustmatrix_0.1.2.tgz
Old sources: robustmatrix archive

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