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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 |
| Reference manual: | robustmatrix.pdf |
| Vignettes: |
MMCD_examples |
| Package source: | robustmatrix_0.1.2.tar.gz |
| Windows binaries: | r-devel: robustmatrix_0.1.2.zip, r-release: robustmatrix_0.1.2.zip, r-oldrel: robustmatrix_0.1.2.zip |
| macOS binaries: | r-release (arm64): robustmatrix_0.1.2.tgz, r-oldrel (arm64): robustmatrix_0.1.2.tgz, r-release (x86_64): robustmatrix_0.1.2.tgz, r-oldrel (x86_64): robustmatrix_0.1.2.tgz |
| Old sources: | robustmatrix archive |
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