FastPCS: FastPCS Robust Fit of Multivariate Location and Scatter

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

Version: 0.1.2
Depends: R (≥ 3.1.1), matrixStats
LinkingTo: Rcpp, RcppEigen
Suggests: mvtnorm
Published: 2015-01-07
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:

Reference manual: FastPCS.pdf
Package source: FastPCS_0.1.2.tar.gz
Windows binaries: r-devel: FastPCS_0.1.2.zip, r-release: FastPCS_0.1.2.zip, r-oldrel: FastPCS_0.1.2.zip
OS X Snow Leopard binaries: r-oldrel: FastPCS_0.0.8.tgz
OS X Mavericks binaries: r-release: FastPCS_0.1.2.tgz
Old sources: FastPCS archive