Hi. I'm checking into robust methods for principal components analysis. There seem to be several floating around. I'm currently focusing my attention on a method of Hubert, Rousseeuw, and Vanden Branden (http://wis.kuleuven.be/stat/Papers/robpca.pdf) mainly because I'm familiar with other work by Rousseeuw and Hubert in robust methodologies. Of course, I'd like to obtain code for this method, or another good robust PCA method, if there's one out there. I haven't noticed the existence on CRAN of a package for robust PCA (the authors of the ROBPCA method do provide MATLAB code).
-- TMK -- 212-460-5430 home 917-656-5351 cell ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
