(Sparse) Robust Principal Components using the Grid search algorithm
Robust Principal Components using the algorithm of Croux and Ruiz-Gazen (2005)
Diagnostic plot for principal components
scale estimation using the robust Qn estimator
centers and rescales data
Fast estimation of Kendall's tau rank correlation coefficient
Covariance Matrix Estimation from princomp Object
Robust Covariance Matrix Estimation
Test Data Generation for Sparse PCA examples
Multivariate L1 Median
Multivariate L1 Median
Objective Function Plot for Sparse PCs
Model Selection for Sparse (Robust) Principal Components
Tradeoff Curves for Sparse PCs
Compare two Covariance Matrices in Plots