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: |
0.1.3 |
| 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: |
2024-10-17 |
| DOI: |
10.32614/CRAN.package.robustmatrix |
| 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 |
| Citation: |
robustmatrix citation info |
| CRAN checks: |
robustmatrix results |