DetMCD0.0.5 package

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>.

  • Maintainer: Vakili Kaveh
  • License: GPL (>= 2)
  • Last published: 2018-05-19