STARRS: Stochastic Robust Multivariate Statistics

Algorithms for robust multivariate statistics (STochAstic Robust multivaRiate Statistics) including geometric median and geometric median covariance computation, k-medians clustering and robust median Principal Compenents Analysis (PCA), robust estimation of parameters for Gaussian, Student, or Laplace mixture models. 'STARRS' provides an independent, clean, consolidated and cohesive framework, while drawing inspiration from the approaches implemented in packages 'Gmedian', 'Kmedians', 'RGMM', 'RobRegression'. Methods used in the package refer to H. Robbins, S. Monro (1951) <doi:10.1214/aoms/1177729586>; D. Kraus, V. M. Panaretos (2012) <doi:10.1093/biomet/ass037>; H. Cardot, A. Godichon-Baggioni (2015) <doi:10.48550/arXiv.1504.02852>; A. Godichon-Baggioni, S. Robin (2024) <doi:10.1007/s11222-023-10362-9>.

Version: 1.0
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.13), foreach, mvtnorm, mclust, LaplacesDemon, genieclust, robustbase, RSpectra, ggplot2, reshape2, DescTools, checkmate, doFuture, future, parallel, capushe, bookdown, knitr
LinkingTo: Rcpp, RcppArmadillo
Suggests: rmarkdown
Published: 2026-07-29
DOI: 10.32614/CRAN.package.STARRS (may not be active yet)
Author: Antoine Godichon-Baggioni [aut, cph], Stéphane Robin [aut], Daphné Giorgi [aut, cre]
Maintainer: Daphné Giorgi <daphne.giorgi at sorbonne-universite.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: STARRS results

Documentation:

Reference manual: STARRS.html , STARRS.pdf
Vignettes: Clustering with STARRS (source, R code)
A brief introduction to STARRS (source, R code)
Median and median covariance matrix estimation with STARRS (source, R code)
Regression techniques with STARRS (source, R code)
Robust estimation of the variance with STARRS (source, R code)

Downloads:

Package source: STARRS_1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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