| 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]