DetMCD: 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, M., Rousseeuw, P.J. and Verdonck, T. (2012),"A deterministic algorithm for robust location and scatter", Journal of Computational and Graphical Statistics, Volume 21, Number 3, Pages 618–637.

Version: 0.0.3
Depends: robustbase, pcaPP
LinkingTo: Rcpp, RcppEigen
Suggests: mvtnorm, MASS
Published: 2016-01-25
Author: Vakili Kaveh [aut, cre], Mia Hubert [ths]
Maintainer: Vakili Kaveh < at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: DetMCD results


Reference manual: DetMCD.pdf
Package source: DetMCD_0.0.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: DetMCD_0.0.3.tgz, r-oldrel: DetMCD_0.0.3.tgz
Old sources: DetMCD archive


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