Re: [R] Robust PCA?

From: Talbot Katz <topkatz_at_msn.com>
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 (http://wis.kuleuven.be/stat/robust/programs.html).

>From: Bert Gunter <gunter.berton@gene.com>
>To: "'Talbot Katz'" <topkatz@msn.com>, <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: r-help-bounces@stat.math.ethz.ch
>[mailto:r-help-bounces@stat.math.ethz.ch] 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
>
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>PLEASE do read the posting guide
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>and provide commented, minimal, self-contained, reproducible code.
>



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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. Received on Fri Jan 19 11:02:12 2007

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