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rrcov's Issues

[Feature request] Is it posible to predict score distances and orthogonal distances for new data?

I did not find a friendly way to do it. Something like:

pca_cov <- rrcov::PcaCov(x = data)
sd <- rrcov::predict(object = pca_cov, newdata = new_data, type = "sd") # "sd" for score distances
od <- rrcov::predict(object = pca_cov, newdata = new_data, type = "od") # "od" for orthogonal distances

Another alternative:

pca_cov <- rrcov::PcaCov(x = data, x.test = new_data)
sd <- pca_cov@test$sd
od <- pca_cov@test$od

Yet another alternative:

pca_cov <- rrcov::PcaCov(x = data)
distances <- rrcov::pca.distances(obj = pca_cov, newdata = new_data)
sd <- distances@sd
od <- distances@od

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