FastPCS Robust Fit of Multivariate Location and Scatter
FastPCS estimator of location and scatter.
Computes the FastPCS multivariate outlyingness index.
Computes the number of starting p-subsets
Distance plot for FastPCS
Converts alpha values to h-values
The FastPCS algorithm of Vakili and Schmitt (2014) <doi:10.1016/j.csda.2013.07.021> for robust estimation of multivariate location and scatter and multivariate outliers detection.