FastPCS: FastPCS Robust Fit of Multivariate Location and Scatter

The FastPCS algorithm of Vakili and Schmitt (2014) <doi:10.1016/j.csda.2013.07.021> for robust estimation of multivariate location and scatter and multivariate outliers detection.

Package details

AuthorKaveh Vakili [aut, cre]
MaintainerKaveh Vakili <[email protected]>
LicenseGPL (>= 2)
Version0.1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FastPCS")

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FastPCS documentation built on May 22, 2018, 5:04 p.m.