FastPCS Robust Fit of Multivariate Location and Scatter

The FastPCS algorithm of Vakili and Schmitt (2014) for robust estimation of multivariate location and scatter and multivariate outliers detection.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.1.3 by Kaveh Vakili, 3 years ago

Browse source code at

Authors: Kaveh Vakili [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Depends on matrixStats

Suggests mvtnorm

Linking to Rcpp, RcppEigen

System requirements: C++11

Imported by OutliersO3.

See at CRAN