Re: [R] Robust PCA?

From: Talbot Katz <>
Date: Thu 18 Jan 2007 - 23:57:54 GMT

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 (

>From: Bert Gunter <>
>To: "'Talbot Katz'" <>, <>
>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
>-----Original Message-----
>[] On Behalf Of Talbot Katz
>Sent: Thursday, January 18, 2007 11:44 AM
>Subject: [R] Robust PCA?

>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
>( mainly because I'm familiar
>with other work by Rousseeuw and Hubert in robust methodologies. Of
>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
>-- TMK --
>212-460-5430 home
>917-656-5351 cell
> mailing list
>PLEASE do read the posting guide
>and provide commented, minimal, self-contained, reproducible code.
> mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Fri Jan 19 11:02:12 2007

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