Package: STARRS 1.0

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>.

Authors:Antoine Godichon-Baggioni [aut, cph], Stéphane Robin [aut], Daphné Giorgi [aut, cre]

STARRS_1.0.tar.gz
STARRS_1.0.zip(r-4.7-x86_64)STARRS_1.0.zip(r-4.7-arm64)STARRS_1.0.zip(r-4.6-x86_64)STARRS_1.0.zip(r-4.6-arm64)STARRS_1.0.zip(r-4.5-x86_64)
STARRS_1.0.tgz(r-4.6-x86_64)STARRS_1.0.tgz(r-4.6-arm64)STARRS_1.0.tgz(r-4.5-x86_64)STARRS_1.0.tgz(r-4.5-arm64)
STARRS_1.0.tar.gz(r-4.7-arm64)STARRS_1.0.tar.gz(r-4.7-x86_64)STARRS_1.0.tar.gz(r-4.6-arm64)STARRS_1.0.tar.gz(r-4.6-x86_64)
STARRS_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
STARRS/json (API)

# Install 'STARRS' in R:
install.packages('STARRS', repos = c('https://daphnegiorgi.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

2.70 score 316 downloads 19 exports 108 dependencies

Last updated from:7a84a0bc8e. Checks:15 OK. Indexed: yes.

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source / vignettesOK368
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linux-release-x86_64OK207
macos-release-arm64OK172
macos-release-x86_64OK454
macos-oldrel-arm64OK129
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windows-devel-arm64OK386
windows-devel-x86_64OK193
windows-release-arm64OK391
windows-release-x86_64OK172
windows-oldrel-x86_64OK164
wasm-releaseOK166

Exports:ASGMedianASGMedianCovarianceASGRobustPCAfixMCgradMCkmediansmultipleRobustMMofflineRobustVarianceonlineRobustVariancerGMMcontStudentrGMMcontUniformrobbinsMCrobustMMrSphereGMrTMMcontStudentrTMMcontUniformWeiszfeldMedianWeiszfeldMedianCovarianceWeiszfeldRobustPCA

Dependencies:askpassbackportsbase64encbitbit64bookdownbootbslibcachemcapushecellrangercheckmateclassclicliprcodetoolscpp11crayoncurldata.tabledeadwoodDEoptimRDescToolsdigestdoFuturee1071evaluateExactexpmfarverfastmapfontawesomeforcatsforeachfsfuturefuture.applygenieclustggplot2gldglobalsgluegtablehavenhighrhmshtmltoolshttrisobanditeratorsjquerylibjsonliteknitrlabelingLaplacesDemonlatticelifecyclelistenvlmommagrittrMASSMatrixmclustmemoisemimemvtnormopensslparallellypillarpkgconfigplyrprettyunitsprogressproxyquitefastmstR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenreadrreadxlrematchreshape2rlangrmarkdownrobustbaserootSolveRSpectrarstudioapiS7sassscalesstringistringrsystibbletidyselecttinytextzdbutf8vctrsviridisLitevroomwithrxfunyaml

A brief introduction to STARRS
Introduction | First steps with STARRS
Rendered fromSTARRS-intro.Rmdusingknitr::rmarkdown

Last update: 2026-07-29
Started: 2026-07-29

Clustering with STARRS
Introduction | Model-based clustering: A first example | Synthetic data set | Robust clustering with STARRS | Robustness study | Distance-based methods | References
Rendered fromSTARRS-clustering.Rmdusingknitr::rmarkdown

Last update: 2026-07-29
Started: 2026-07-29

Median and median covariance matrix estimation with STARRS
Geometric median | Weiszfeld algorithm | Example of use | Averaged Stochastic Gradient Algorithm | Comparison | Median Covariation Matrix | Weiszfeld algorithm for estimating the MCM | Averaged stochastic gradient algorithm for estimating the MCM | Comparison of the methods | References
Rendered fromSTARRS-median-mcm.Rmdusingknitr::rmarkdown

Last update: 2026-07-29
Started: 2026-07-29

Regression techniques with STARRS
Introduction | Regression | References
Rendered fromSTARRS-regression.Rmdusingknitr::rmarkdown

Last update: 2026-07-29
Started: 2026-07-29

Robust estimation of the variance with STARRS
Framework | Robust estimates of the eigenvalues of the variance | Robbins–Monro algorithm for estimating robustly the eigenvalues of the variance | Example of use | Fixed-point algorithm for estimating the eigenvalues of the variance | Gradient-type algorithm | Comparison of the methods | Robust estimation of the variance | Offline Robust Variance Estimation | Online robust estimation of the variance | References
Rendered fromSTARRS-robust-variance.Rmdusingknitr::rmarkdown

Last update: 2026-07-29
Started: 2026-07-29

Readme and manuals

Help Manual

Help pageTopics
Averaged Stochastic Gradient geometric median computationASGMedian
Averaged Stochastic Gradient geometric median covariation matrix computationASGMedianCovariance
Robust PCA using ASG algorithmASGRobustPCA
Fix point method for the estimation of the eigen values of the variance-covariance matrixfixMC
Gaussian data with Student contaminationgaussStudentCont_n5000_d5
Multivariate Gaussian data with Student contaminationGMMcontStudent
Gradient descent for the estimation of the eigen values of the variance-covariance matrixgradMC
Heteroscedastic setting gaussian GMM with Student contaminationheteroGMMStudentCont_K3_d5_n1500
Homoscedastic setting gaussian GMM with Student contaminationhomoGMMStudentCont_K3_d5_n1500
K-medians algorithmskmedians
Robust Mixture ModelmultipleRobustMM
Offline robust estimation of the varianceofflineRobustVariance
Online robust estimation of the varianceonlineRobustVariance
Plot method for Robust Mixture Modelplot.RMM
Printing of a robust mixture model outputprint.RMM
Generation of Gaussian mixture distribution with Student contaminationrGMMcontStudent
Generation of Gaussian mixture distribution with uniform contaminationrGMMcontUniform
Robbins-Monro method for the estimation of the eigen values of the variance-covariance matrixrobbinsMC
Robust clustering outputrobustGMMOutput
Robust Mixture ModelrobustMM
Gaussian mixture on sphere sample generationrSphereGM
Generation of Student mixture distribution with Student contaminationrTMMcontStudent
Generation of Student mixture distribution with uniform contaminationrTMMcontUniform
Summary of robust mixture model outputsummary.RMM
Weiszfeld geometric median computationWeiszfeldMedian
Weiszfeld geometric median covariation matrix computationWeiszfeldMedianCovariance
Robust PCA using Weiszfeld algorithmWeiszfeldRobustPCA