Software Tools for Robust Analysis of High-Dimensional Data

The present work discusses robust multivariate methods specifically designed for high dimensions. Their implementation in R is presented and their application is illustrated on examples. The first group are algorithms for outlier detection, already introduced elsewhere and implemented in other pack...

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Bibliographic Details
Main Authors: Valentin Todorov, Peter Filzmoser
Format: Article
Language:English
Published: Austrian Statistical Society 2014-06-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/44