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DetMCD: 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) <doi:10.1080/10618600.2012.672100>.

Version: 0.0.5
Depends: robustbase, pcaPP
LinkingTo: Rcpp, RcppEigen
Suggests: mvtnorm, MASS
Published: 2018-05-19
DOI: 10.32614/CRAN.package.DetMCD
Author: Vakili Kaveh [aut, cre], Mia Hubert [ths]
Maintainer: Vakili Kaveh <vakili.kaveh.email at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: DetMCD results

Documentation:

Reference manual: DetMCD.pdf

Downloads:

Package source: DetMCD_0.0.5.tar.gz
Windows binaries: r-devel: DetMCD_0.0.5.zip, r-release: DetMCD_0.0.5.zip, r-oldrel: DetMCD_0.0.5.zip
macOS binaries: r-release (arm64): DetMCD_0.0.5.tgz, r-oldrel (arm64): DetMCD_0.0.5.tgz, r-release (x86_64): DetMCD_0.0.5.tgz, r-oldrel (x86_64): DetMCD_0.0.5.tgz
Old sources: DetMCD archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=DetMCD to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.