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, Rousseeuw and Verdonck (2012) <doi:10.1080/10618600.2012.672100>.

Version: 0.0.4
Depends: robustbase, pcaPP
LinkingTo: Rcpp, RcppEigen
Suggests: mvtnorm, MASS
Published: 2016-11-06
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_0.0.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: DetMCD_0.0.4.tgz, r-oldrel: DetMCD_0.0.4.tgz
Old sources: DetMCD archive


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