frankp-0/fastMCD: Robust multivariate estimation of location and scatter

This package is my attempt to implement the FAST-MCD algorithm described by Rousseeuw and van Driessen (1999).

Getting started

Package details

AuthorFrank Ockerman <frank.ockerman@gmail.com>
MaintainerFrank Ockerman <frank.ockerman@gmail.com>
LicenseUnlimited
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("frankp-0/fastMCD")
frankp-0/fastMCD documentation built on Dec. 20, 2021, 8:51 a.m.