[R] Robust PCA?

Talbot Katz topkatz at msn.com
Thu Jan 18 20:43:30 CET 2007


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 

--  TMK  --
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