rrcov

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point: principal component analysis (Filzmoser and Todorov (2013), doi:10.1016/j.ins.2012.10.017), linear and quadratic discriminant analysis (Todorov and Pires (2007)), multivariate tests (Todorov and Filzmoser (2010) doi:10.1016/j.csda.2009.08.015), outlier detection (Todorov et al. (2010) doi:10.1007/s11634-010-0075-2). See also Todorov and Filzmoser (2009) urn:isbn:978-3838108148, Todorov and Filzmoser (2010) doi:10.18637/jss.v032.i03 and Boudt et al. (2019) doi:10.1007/s11222-019-09869-x.

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