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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.
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cpp
1.48 score 1 stars 1 dependents 4 scripts 248 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>.
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cpp
1.38 score 2 stars 12 scripts 191 downloads