The implementation code for the paper "Hung, H., Huang, S. Y., and Eguchi, S. (2022). Robust self-tuning semiparametric PCA for contaminated elliptical distribution."

The folder "SPPCA demo examples" contains two demo examples. You can directly run these two examples. However, to make further comparison with the robust PCA by Candes et al. (J. ACM, 2011), you have to (1) download code from "https://github.com/dlaptev/RobustPCA" and (2) unmask command lines involving robust PCA.