HDElliptical: High-Dimensional Methods for Elliptically Symmetric Distributions

Fast, documented implementations of robust estimation, testing, dimension reduction, classification, and clustering methods for high-dimensional elliptically symmetric data. Computational kernels use 'Rcpp' and 'RcppArmadillo'. The package follows methods reviewed in Feng (2026), "High-Dimensional Data Analysis for Elliptically Symmetric Distributions" <https://github.com/flnankai/HDElliptical/releases>.

Version: 0.1.2
Depends: R (≥ 4.2.0)
Imports: mvtnorm, Rcpp, stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2026-09-09
DOI: 10.32614/CRAN.package.HDElliptical (may not be active yet)
Author: Long Feng [aut, cre, cph] (Copyright holder for the HDElliptical implementation), Dan Zhuang [ctb] (SEMC methodology and the external GEMcluster reference implementation used for validation; no GEMcluster source code is included)
Maintainer: Long Feng <flnankai at nankai.edu.cn>
BugReports: https://github.com/flnankai/HDElliptical/issues
License: MIT + file LICENSE
Copyright: see file COPYRIGHTS
URL: https://github.com/flnankai/HDElliptical
NeedsCompilation: yes
SystemRequirements: C++17
Citation: HDElliptical citation info
Materials: README, NEWS
CRAN checks: HDElliptical results

Documentation:

Reference manual: HDElliptical.html , HDElliptical.pdf
Vignettes: Chapter 1: Robust Directional Foundations (source, R code)
Chapter 2: Location Tests (source, R code)

Downloads:

Package source: HDElliptical_0.1.2.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): HDElliptical_0.1.2.tgz, r-release (x86_64): HDElliptical_0.1.2.tgz, r-oldrel (x86_64): HDElliptical_0.1.2.tgz

Linking:

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