FastPCS: FastPCS Robust Fit of Multivariate Location and Scatter

The FastPCS algorithm of Vakili and Schmitt (2014) for robust estimation of multivariate location and scatter and multivariate outliers detection.

Author
Kaveh Vakili [aut, cre]
Date of publication
2015-01-07 06:26:19
Maintainer
Kaveh Vakili <vakili.kaveh.email@gmail.com>
License
GPL (>= 2)
Version
0.1.2

View on CRAN

Man pages

FastPCS
Computes the FastPCS multivariate outlyingness index.
FastPCS-package
FastPCS estimator of location and scatter.
FRCSnumStarts
Computes the number of starting p-subsets
plot.FastPCS
Distance plot for FastPCS
quanf
Converts alpha values to h-values

Files in this package

FastPCS
FastPCS/src
FastPCS/src/Makevars
FastPCS/src/Makevars.win
FastPCS/src/FastPCS.cpp
FastPCS/NAMESPACE
FastPCS/R
FastPCS/R/FastPCS.R
FastPCS/MD5
FastPCS/DESCRIPTION
FastPCS/man
FastPCS/man/plot.FastPCS.Rd
FastPCS/man/quanf.Rd
FastPCS/man/FRCSnumStarts.Rd
FastPCS/man/FastPCS-package.Rd
FastPCS/man/FastPCS.Rd