If you use these functions, please cite our work:

Robust multivariate and functional archetypal analysis with application to financial time series analysis

-Directory Archetypal functions contains files for computing AA, ADA and robust AA and ADA in the multivariate and functional case:

   *Files beginning with letter L are for multivariate AA and ADA.
   *Files beginning with letter R are for robust multivariate AA and ADA.  
   *Files beginning with letter RF are for robust univariate functional AA and ADA.
   *Files beginning with letter RF and finishing with letter B are for robust bivariate functional AA and ADA.

The use of these functions is illustrated in the files of other directories.

-Directory Waveform contains files for reproducing the results in the Section AA and ADA in the functional case:

   *waveform.R and we.txt are the R code and data for reproducing Figure 1.

-Directory Simulation contains files for reproducing results in the Section Simulation:

   *ozone.R for the multivariate simulation part.
   *foutsimu.R for the functional simulation part.

-Directory Application contains files for reproducing the results in the Section Application:

   *r250, Beta250 and SectorTable contain the data: return and beta coefficients and information of companies (Symbol, Company Name and Sector), respectively.
   *application.R has the code for obtaining the results in the Application Section. Some auxilary functions are in file auxiliaryfunctions.R
  