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

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

bigMCDObtain unweighted estimates for data with > 600 observations
cstepPerform single iteration of C-step
draw_hRandomly draw a subset of observations
fastMCDfastMCD Estimate location and scatter using FAST-MCD...
pick10Choose the 10 best estimates after iterating twice through...
smallMCDObtain unweighted estimates for data with <= 600 observations
step_itIterate through C-step
frankp-0/fastMCD documentation built on Dec. 20, 2021, 8:51 a.m.

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