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-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

Linking:

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