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.


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install.packages("FastPCS")

0.1.3 by Kaveh Vakili, 8 months ago


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


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