FastPCS - FastPCS Robust Fit of Multivariate Location and Scatter
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.
Last updated 9 months ago
1.48 score 1 stars 1 packages 4 scripts 334 downloadsDetMCD - 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>.
Last updated 7 years ago
1.30 score 2 stars 8 scripts 208 downloadsFastRCS - Fits the FastRCS Robust Multivariable Linear Regression Model
The FastRCS algorithm of Vakili and Schmitt (2014) for robust fit of the multivariable linear regression model and outliers detection.
Last updated 9 months ago
1.00 score 5 scripts 250 downloadsDetR - Suite of Deterministic and Robust Algorithms for Linear Regression
DetLTS, DetMM (and DetS) Algorithms for Deterministic, Robust Linear Regression.
Last updated 7 years ago
1.00 score 7 scripts 151 downloads