Hi Bert. Thank you, that sounds like an excellent idea. After my initial post, I also found an implementation of ROBPCA in S-PLUS at (http://wis.kuleuven.be/stat/robust/programs.html).
-- TMK -- 212-460-5430 home 917-656-5351 cell >From: Bert Gunter <[EMAIL PROTECTED]> >To: "'Talbot Katz'" <[EMAIL PROTECTED]>, <r-help@stat.math.ethz.ch> >Subject: RE: [R] Robust PCA? >Date: Thu, 18 Jan 2007 15:28:47 -0800 > >You seem not to have received a reply. > >You can use cov.rob in MASS or cov.Mcd in robustbase or undoubtedly others >to obtain a robust covariance matrix and then use that for PCA. > >-- Bert > > >Bert Gunter >Nonclinical Statistics >7-7374 > >-----Original Message----- >From: [EMAIL PROTECTED] >[mailto:[EMAIL PROTECTED] On Behalf Of Talbot Katz >Sent: Thursday, January 18, 2007 11:44 AM >To: r-help@stat.math.ethz.ch >Subject: [R] Robust PCA? > >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. > ______________________________________________ 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.