Title:
a-MATLAB-library-for-robust
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Description: Our toolbox currently contains implementations of robust
methods for location and scale estimation, covariance estimation (FAST-MCD), regression (FAST-LTS, MCD-regression), principal
component analysis (RAPCA, ROBPCA), principal component regression (RPCR), partial least squares (RSIMPLS) and classification
(RDA). Only a few of these methods will be highlighted in this paper. The toolbox also provides many graphical tools to detect and classify
the outliers. The use of these features will be explained and demonstrated through the analysis of some real data sets.
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a MATLAB library for robust.pdf
