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
DOI: 10.32614/CRAN.package.robustmatrix
Author: Marcus Mayrhofer [aut, cre], Una Radojičić [aut], Peter Filzmoser [aut]
Maintainer: Marcus Mayrhofer <marcus.mayrhofer 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:, r-release:, r-oldrel:
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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