DetMCD: Implementation of the DetMCD Algorithm (Robust and Deterministic
Estimation of Location and Scatter)
Implementation of DetMCD, a new algorithm for robust and deterministic estimation of location and scatter. The benefits of robust and deterministic estimation are explained in Hubert, Rousseeuw and Verdonck (2012) <doi:10.1080/10618600.2012.672100>.
Version: |
0.0.5 |
Depends: |
robustbase, pcaPP |
LinkingTo: |
Rcpp, RcppEigen |
Suggests: |
mvtnorm, MASS |
Published: |
2018-05-19 |
Author: |
Vakili Kaveh [aut, cre],
Mia Hubert [ths] |
Maintainer: |
Vakili Kaveh <vakili.kaveh.email at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
CRAN checks: |
DetMCD results |
Documentation:
Downloads:
Linking:
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