ROPCA: a FORTRAN program for robust principal components analysis

@inproceedings{Zhou1989ROPCAAF,
  title={ROPCA: a FORTRAN program for robust principal components analysis},
  author={Di Zhou},
  year={1989}
}
Abstract Program ROPCA computes robust estimates of principal components based on the dispersion matrix given by one of the three robust methods: multivariate trimming, M -estimates using Huber weights or T -weights. The problem of a singular dispersion matrix is bypassed by using Euclidean distances between Q-mode loadings of principal components to replace Mahalanobis distances between raw data points. ROPCA has been tested on IBM PCs and compatible microcomputers. Its execution is simple and… CONTINUE READING

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