# Stochastic Robust Multivariate Statistics

## Documentation for package ‘STARRS’ version 1.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

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