DetMCD v0.0.5

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

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) <doi:10.1080/10618600.2012.672100>.

Functions in DetMCD

Name Description
DetMCD Robust and Deterministic Location and Scatter Estimation via DetMCD
DetMCD_SP DetMCD_SP
DetMCD_RW DetMCD_RW
xtractR_M xtractR_M
plot.DetMCD Robust Diagnostic Plots For DetMCD
inQn Test function for the qn
DetMCD_CS DetMCD_CS
DetMCD-package Deterministic and Robust Algorithms for Data Analysis.
quanff quanff
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Details

Type Package
Date 2018-05-13
LinkingTo Rcpp, RcppEigen
License GPL (>= 2)
LazyLoad yes
NeedsCompilation yes
Packaged 2018-05-19 11:25:32 UTC; kaveh
Repository CRAN
Date/Publication 2018-05-19 11:49:57 UTC
suggests MASS , mvtnorm
depends pcaPP , robustbase
linkingto Rcpp , RcppEigen
Contributors Mia Hubert

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