Uses the FastPCS algorithm to compute the robust PCS estimator of location and scatter.
Kaveh Vakili [aut, cre], Maintainer: Kaveh Vakili <vakili.kaveh.email@gmail.com>
| Package: | FastPCS |
| Type: | Package |
| Version: | 0.0.9 |
| Date: | 2024-03-13 |
| Suggests: | mvtnorm |
| License: | GPL (>= 2) |
| LazyLoad: | yes |
Index:
FastPCS Function to compute the robust FastPCS estimator of location and scatter.
FPCSnumStarts Internal function used to compute the number of starting points used by FastPCS.
quanf Internal function used to compute h, the minimum number of observations expected to be uncontaminated.
plot.FastPCS Plots the robust distances outputted by a FastPCS model.
Vakili, K. and Schmitt, E. (2014). Finding multivariate outliers with FastPCS. Computational Statistics & Data Analysis. Vol. 69, pp 54--66. (http://arxiv.org/abs/1301.2053)