Robust PCA by Projection Pursuit

---

Documentation for package ‘pcaPP’ version 2.0-4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

cor.fk	Fast estimation of Kendall's tau rank correlation coefficient
covPC	Covariance Matrix Estimation from princomp Object
covPCAgrid	Robust Covariance Matrix Estimation
covPCAproj	Robust Covariance Matrix Estimation
data.Zou	Test Data Generation for Sparse PCA examples
l1median	Multivariate L1 Median
l1median_BFGS	Multivariate L1 Median
l1median_CG	Multivariate L1 Median
l1median_HoCr	Multivariate L1 Median
l1median_NLM	Multivariate L1 Median
l1median_NM	Multivariate L1 Median
l1median_VaZh	Multivariate L1 Median
objplot	Objective Function Plot for Sparse PCs
opt.BIC	Model Selection for Sparse (Robust) Principal Components
opt.TPO	Model Selection for Sparse (Robust) Principal Components
PCAgrid	(Sparse) Robust Principal Components using the Grid search algorithm
PCAproj	Robust Principal Components using the algorithm of Croux and Ruiz-Gazen (2005)
PCdiagplot	Diagnostic plot for principal components
plot.opt.BIC	Tradeoff Curves for Sparse PCs
plot.opt.TPO	Tradeoff Curves for Sparse PCs
plotcov	Compare two Covariance Matrices in Plots
qn	scale estimation using the robust Qn estimator
ScaleAdv	centers and rescales data
sPCAgrid	(Sparse) Robust Principal Components using the Grid search algorithm