snoozer 发表于 2012-6-14 04:27 
This is probably what you ask for
pcaPP: Robust PCA by Projection Pursuit
http://cran.r-project.or ...
thank you very much.but the package of pcaPP only provides the first step of Robust Principle Component Regression.
what I concerned most is the second step of Robust Principle Component Regression that fitting the robust regression model with the principle component scores by robust LTS method.