FastHCS: Robust Algorithm for Principal Component Analysis

The FastHCS algorithm of Schmitt and Vakili (2014) for high-dimensional, robust PCA modelling and associated outlier detection and diagnostic tools.

Version: 0.0.5
Depends: R (≥ 3.1.1), matrixStats, robustbase
LinkingTo: Rcpp, RcppEigen
Suggests: mvtnorm
Published: 2015-05-19
Author: Kaveh Vakili [aut, cre]
Maintainer: Kaveh Vakili < at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: FastHCS results


Reference manual: FastHCS.pdf
Package source: FastHCS_0.0.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: FastHCS_0.0.1.tgz, r-oldrel: FastHCS_0.0.1.tgz
OS X Mavericks binaries: r-release: FastHCS_0.0.5.tgz
Old sources: FastHCS archive