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rebaca
2007 Jan 18
1
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 PC...