cauchypca-package {cauchypca}R Documentation

Robust Principal Component Analysis Using the Cauchy Distribution

Description

A new robust principal component analysis algorithm is implemented that relies upon the Cauchy Distribution. The algorithm is suitable for high dimensional data even if the sample size is less than the number of variables.

Details

Package: cauchypca
Type: Package
Version: 1.3
Date: 2024-01-24
License: GPL-2

Maintainers

Michail Tsagris <mtsagris@uoc.gr>.

Author(s)

Michail Tsagris mtsagris@uoc.gr, Aisha Fayomi afayomi@kau.edu.sa, Yannis Pantazis pantazis@iacm.forth.gr and Andrew T.A. Wood Andrew.Wood@anu.edu.au.

References

Fayomi A., Pantazis Y., Tsagris M. and Wood A.T.A. (2024). Cauchy robust principal component analysis with applications to high-dimensional data sets. Statistics and Computing, 34: 26. https://doi.org/10.1007/s11222-023-10328-x


[Package cauchypca version 1.3 Index]