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An Object-Oriented Framework for Robust Multivariate Analysis

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Todorov, Valentin, Filzmoser, Peter·2009·Journal of Statistical Software

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Abstract

Taking advantage of the S4 class system of the programming environment R, which facilitates the creation and maintenance of reusable and modular components, an object-oriented framework for robust multivariate analysis was developed. The framework resides in the packages robustbase and rrcov and includes an almost complete set of algorithms for computing robust multivariate location and scatter, various robust methods for principal component analysis as well as robust linear and quadratic discriminant analysis. The design of these methods follows common patterns which we call statistical design patterns in analogy to the design patterns widely used in software engineering. The application of the framework to data analysis as well as possible extensions by the development of new methods is demonstrated on examples which themselves are part of the package rrcov.

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Authors: Todorov, V., & Filzmoser, P.
ORCID: Todorov, Valentin
Venue: Journal of Statistical Software
Publisher: Foundation for Open Access Statistic
Published: 2009
Volume: 32
Issue: 3
ISSN: 1548-7660 (ISSN-L)
DOI: 10.18637/jss.v032.i03
OpenAlex: W2157324002
Cited by: 420
References: 54
Citations by year: 2026: 27 · 2025: 43 · 2024: 39 · 2023: 28 · 2022: 18 · 2021: 25 · 2020: 39 · 2019: 29 · 2018: 27 · 2017: 20 · 2016: 32 · 2015: 23 · 2014: 22 · 2013: 17 · 2012: 16
FWCI: 9.43
Type: journal article
Language: en
Open access: diamond
doi.org
Licence: cc-by
Locations: Journal of Statistical Software (publishedVersion, cc-by)
RePEc: Research Papers in Economics (submittedVersion)
DOAJ (DOAJ: Directory of Open Access Journals) (submittedVersion, cc-by-sa)
Topics: Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
Physical Sciences › Mathematics › Statistics and Probability › Data Analysis with R
Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
Keywords: object-oriented design, R programming language, S4 classes, robust principal component analysis, robust discriminant analysis

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An Object-Oriented Framework for Robust Multivariate Analysis

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