Algorithms for robust multivariate statistics (STochAstic Robust multivaRiate Statistics)
including geometric median and geometric median covariance computation,
k-medians clustering and robust median Principal Compenents Analysis (PCA),
robust estimation of parameters for Gaussian, Student, or Laplace mixture models.
'STARRS' provides an independent, clean, consolidated and cohesive framework,
while drawing inspiration from the approaches implemented in packages 'Gmedian', 'Kmedians', 'RGMM', 'RobRegression'.
Methods used in the package refer to
H. Robbins, S. Monro (1951)