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>.

Package details

AuthorVakili Kaveh [aut, cre], Mia Hubert [ths]
MaintainerVakili Kaveh <[email protected]>
LicenseGPL (>= 2)
Version0.0.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("DetMCD")

Try the DetMCD package in your browser

Any scripts or data that you put into this service are public.

DetMCD documentation built on May 19, 2018, 5:04 p.m.