Object Oriented Solution for Robust Factor Analysis
Overview
Outliers virtually exist in any datasets of any application field. To avoid the impact of outliers, we need to use robust estimators. Classical estimators of multivariate mean and covariance matrix are the sample mean and the sample covariance matrix. Outliers will affect the sample mean and the sample covariance matrix, and thus they will affect the classical factor analysis which depends on the classical estimators (Pison, G., Rousseeuw, P.J., Filzmoser, P. and Croux, C. (2003) doi:10.1016/S0047-259X(02)00007-6). So it is necessary to use the robust estimators of the sample mean and the sample covariance matrix. There are several robust estimators in the literature: Minimum Covariance Determinant estimator, Orthogonalized Gnanadesikan-Kettenring, Minimum Volume Ellipsoid, M, S, and Stahel-Donoho. The most direct way to make multivariate analysis more robust is to replace the sample mean and the sample covariance matrix of the classical estimators to robust estimators (Maronna, R.A., Martin, D. and Yohai, V. (2006) doi:10.1002/0470010940) (Todorov, V. and Filzmoser, P. (2009) doi:10.18637/jss.v032.i03), which is our choice of robust factor analysis. We created an object oriented solution for robust factor analysis based on new S4 classes.
- version 1.2-0
- maintainer email update
- added unit tests
- fix code to solve CRAN check issues
From NEWS.md in the release
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- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- WARNING12 OK, 1 WARNING2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 30includes a package overview page
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- 100%21 run in a plain check
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- 93%
- Documented parameters
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- Return-value docs
- 79%
- Help pages citing references
- 77%
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Dependencies
Installing robustfa adds 5 packages (4 with compiled code, 4.9 MB of source tarballs). Heaviest: robustbase 2.2 MB, rrcov 1.5 MB, mvtnorm 1.0 MB.
Code & Tests
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People & History
Previously maintained by Ying-Ying Zhang (Robert) (1.0 to 1.0-5).
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- RR 4.6.0 released · 2026-04-24
- 1.2-0Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- unarchivedReturned to CRAN2023-04-16
- 1.1-02023-04-16 · diff ↗
- archivedRemoved from CRAN2022-06-20check problems were not corrected despite reminders
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
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Package metadata
- First published
- 2012-03-12
- Total releases
- 8 / 14 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.15.0
- Bundled data
- 40 KB / 1 file
- Download size
- 1.3 MB
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