DetMCD (version 0.0.5)

Implementation of the DetMCD Algorithm (Robust and Deterministic Estimation of Location and Scatter)

Description

Implementation of DetMCD, a new algorithm for robust and deterministic estimation of location and scatter. The benefits of robust and deterministic estimation are explained in Hubert, Rousseeuw and Verdonck (2012) .

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Install

install.packages('DetMCD')

Monthly Downloads

140

Version

0.0.5

License

GPL (>= 2)

Maintainer

Last Published

May 19th, 2018

Functions in DetMCD (0.0.5)