Stochastic Robust Multivariate Statistics
Overview
Algorithms for robust multivariate statistics (STochAstic Robust multivaRiate Statistics) including geometric median and geometric median covariance computation, k-medians clustering and robust median Principal Compenents Analysis (PCA), robust estimation of parameters for Gaussian, Student, or Laplace mixture models. 'STARRS' provides an independent, clean, consolidated and cohesive framework, while drawing inspiration from the approaches implemented in packages 'Gmedian', 'Kmedians', 'RGMM', 'RobRegression'. Methods used in the package refer to H. Robbins, S. Monro (1951) doi:10.1214/aoms/1177729586; D. Kraus, V. M. Panaretos (2012) doi:10.1093/biomet/ass037; H. Cardot, A. Godichon-Baggioni (2015) doi:10.48550/arXiv.1504.02852; A. Godichon-Baggioni, S. Robin (2024) doi:10.1007/s11222-023-10362-9.
Install
Health
- OK13 OKNow
- OK12 OK2026-08-05
- NOTE8 OK, 1 NOTE2026-07-31
- OK5 OK2026-07-30
Documentation
- Help pages
- 35 (8 internal)
- Examples that run
- 65%11 run in a plain check · 6 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 89%
- Documented parameters
- 95%
- Return-value docs
- 100%
- Help pages citing references
- 9%
Downloads
Dependencies
Installing STARRS adds 102 packages (58 with compiled code, 75 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
Datasets
People & History
- 1.0Latest2026-07-29 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-07-29
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 859 KB / 5 files
- Download size
- 1.1 MB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("STARRS")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
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