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 <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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DetMCD documentation built on May 2, 2019, 6:05 a.m.