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FastPCS (version 0.1.4)

FastPCS Robust Fit of Multivariate Location and Scatter

Description

The FastPCS algorithm of Vakili and Schmitt (2014) for robust estimation of multivariate location and scatter and multivariate outliers detection.

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Version

Install

install.packages('FastPCS')

Monthly Downloads

327

Version

0.1.4

License

GPL (>= 2)

Maintainer

Vakili Kaveh

Last Published

March 6th, 2024

Functions in FastPCS (0.1.4)

FPCSnumStarts

Computes the number of starting p-subsets
FastPCS

Computes the FastPCS multivariate outlyingness index.
quanf

Converts alpha values to h-values
FastPCS-package

FastPCS estimator of location and scatter.
plot.FastPCS

Distance plot for FastPCS