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) .


Reference manual

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0.0.5 by Vakili Kaveh, 3 years ago

Browse source code at

Authors: Vakili Kaveh [aut, cre] , Mia Hubert [ths]

Documentation:   PDF Manual  

GPL (>= 2) license

Depends on robustbase, pcaPP

Suggests mvtnorm, MASS

Linking to Rcpp, RcppEigen

See at CRAN