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) .


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install.packages("DetMCD")

0.0.5 by Vakili Kaveh, 9 months ago


Browse source code at https://github.com/cran/DetMCD


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