CRAN/E | DetMCD

DetMCD

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

Installation

About

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.

Key Metrics

Version 0.0.5
Published 2018-05-19 2160 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks DetMCD results

Downloads

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Maintainer

Maintainer

Vakili Kaveh

vakili.kaveh.email@gmail.com

Authors

Vakili Kaveh

aut / cre

Mia Hubert

ths

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

DetMCD archive

Depends

robustbase
pcaPP

Suggests

mvtnorm
MASS

LinkingTo

Rcpp
RcppEigen