FastPCS-package: FastPCS estimator of location and scatter.
In FastPCS: FastPCS Robust Fit of Multivariate Location and Scatter

FastPCS-package

R Documentation

FastPCS estimator of location and scatter.

Description

Uses the FastPCS algorithm to compute the robust PCS estimator of location and scatter.

Details

Package:	FastPCS
Type:	Package
Version:	0.0.9
Date:	2024-03-13
Suggests:	mvtnorm
License:	GPL (>= 2)
LazyLoad:	yes

Index:

FastPCS                 Function to compute the robust FastPCS estimator of location and scatter.
FPCSnumStarts               Internal function used to compute the number of starting points used by FastPCS.
quanf                   Internal function used to compute h, the minimum number of observations expected to be uncontaminated.
plot.FastPCS		Plots the robust distances outputted by a FastPCS model.

Author(s)

Kaveh Vakili [aut, cre], Maintainer: Kaveh Vakili <vakili.kaveh.email@gmail.com>

References

Vakili, K. and Schmitt, E. (2014). Finding multivariate outliers with FastPCS. Computational Statistics & Data Analysis. Vol. 69, pp 54–66. (http://arxiv.org/abs/1301.2053)

FastPCS documentation built on May 29, 2024, 3:01 a.m.