subject:"\[R\] Robust PCA\?"

Re: [R] Robust PCA?

2007-01-19 Thread Martin Maechler

] 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

[R] Robust PCA?

2007-01-18 Thread Talbot Katz

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

Re: [R] Robust PCA?

2007-01-18 Thread Bert Gunter

:[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

Re: [R] Robust PCA?

2007-01-18 Thread 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