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LIBRA

swMATH ID: 10553
Software Authors: Verboven, S.; Hubert, M.
Description: Matlab library LIBRA. LIBRA: a MATLAB Library for Robust Analysis is developed at ROBUST@Leuven, the research group on robust statistics at the KU Leuven. It contains user-friendly implementations of several robust procedures. These methods are resistant to outliers in the data. Currently, the library contains functions for univariate location, scale and skewness, multivariate location and covariance estimation (MCD), regression (LTS, MCD-regression), Principal Component Analysis (RAPCA, ROBPCA), Principal Component Regression (RPCR), Partial Least Squares Regression (RSIMPLS), classification (RDA, RSIMCA), clustering, outlier detection for skewed data (including the bagplot based on halfspace depth), and censored depth quantiles. For comparison also several non-robust functions are included. Many graphical tools are provided for model checking and outlier detection. Most of the functions require the MATLAB Statistics Toolbox.
Homepage: https://wis.kuleuven.be/stat/robust/LIBRA
Related Software: ROBPCA; robustbase; PRMLT; LOF; SDPT3; MNM; AS 78; FSDA; DetMCD; PROGRESS; LS-SVMlab; Stata; Matlab; ismev; astsa; R; Bioconductor; CRIO; AS 307; KPCA plus LDA
Cited in: 27 Publications

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