Package for replicating the results of Hardin and Rocke (2005) and Green and Martin (2014).
hrSimParallel functions use the
Hardin and Rocke approximation for the distribution of the MCD
Written and maintained by Christopher G. Green <[email protected]>
C. G. Green and R. Douglas Martin. An extension of a method of Hardin and Rocke, with an application to multivariate outlier detection via the IRMCD method of Cerioli. Working Paper, 2014. Available from http://students.washington.edu/cggreen/uwstat/papers/cerioli_extension.pdf
J. Hardin and D. M. Rocke. The distribution of robust distances. Journal of Computational and Graphical Statistics, 14:928-946, 2005.
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## Not run: hrSim(p=5,n=50 ,N=5000,B=500) ## End(Not run)
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