FastPCS: FastPCS Robust Fit of Multivariate Location and Scatter
The FastPCS algorithm of Vakili and Schmitt (2014) <doi:10.1016/j.csda.2013.07.021> for robust estimation of multivariate location and scatter and multivariate outliers detection.
Version: |
0.1.3 |
Depends: |
R (≥ 3.1.1), matrixStats |
LinkingTo: |
Rcpp, RcppEigen |
Suggests: |
mvtnorm |
Published: |
2018-05-22 |
Author: |
Kaveh Vakili [aut, cre] |
Maintainer: |
Kaveh Vakili <vakili.kaveh.email at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
SystemRequirements: |
C++11 |
CRAN checks: |
FastPCS results |
Downloads:
Reverse dependencies:
Linking:
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