Stochastic Robust Multivariate Statistics

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Documentation for package ‘STARRS’ version 1.0

• DESCRIPTION file
• User guides, package vignettes and other documentation

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ASGMedian	Averaged Stochastic Gradient geometric median computation
ASGMedianCovariance	Averaged Stochastic Gradient geometric median covariation matrix computation
ASGRobustPCA	Robust PCA using ASG algorithm
fixMC	Fix point method for the estimation of the eigen values of the variance-covariance matrix
gaussStudentCont_n5000_d5	Gaussian data with Student contamination
GMMcontStudent	Multivariate Gaussian data with Student contamination
gradMC	Gradient descent for the estimation of the eigen values of the variance-covariance matrix
heteroGMMStudentCont_K3_d5_n1500	Heteroscedastic setting gaussian GMM with Student contamination
homoGMMStudentCont_K3_d5_n1500	Homoscedastic setting gaussian GMM with Student contamination
kmedians	K-medians algorithms
multipleRobustMM	Robust Mixture Model
offlineRobustVariance	Offline robust estimation of the variance
onlineRobustVariance	Online robust estimation of the variance
plot.RMM	Plot method for Robust Mixture Model
print.RMM	Printing of a robust mixture model output
rGMMcontStudent	Generation of Gaussian mixture distribution with Student contamination
rGMMcontUniform	Generation of Gaussian mixture distribution with uniform contamination
robbinsMC	Robbins-Monro method for the estimation of the eigen values of the variance-covariance matrix
robustGMMOutput	Robust clustering output
robustMM	Robust Mixture Model
rSphereGM	Gaussian mixture on sphere sample generation
rTMMcontStudent	Generation of Student mixture distribution with Student contamination
rTMMcontUniform	Generation of Student mixture distribution with uniform contamination
summary.RMM	Summary of robust mixture model output
WeiszfeldMedian	Weiszfeld geometric median computation
WeiszfeldMedianCovariance	Weiszfeld geometric median covariation matrix computation
WeiszfeldRobustPCA	Robust PCA using Weiszfeld algorithm