Fits the FastRCS Robust Multivariable Linear Regression Model

The FastRCS algorithm of Vakili and Schmitt (2014) for robust fit of the multivariable linear regression model and outliers detection.


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install.packages("FastRCS")

0.0.8 by Kaveh Vakili, a year ago


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


Authors: Kaveh Vakili [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on matrixStats

Suggests mvtnorm

Linking to Rcpp, RcppEigen

System requirements: C++11


See at CRAN