DetMCD

Implementation of the DetMCD Algorithm (Robust and Deterministic Estimation of Location and Scatter)

CRAN Package

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.

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