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DetMCD

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

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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0.0.5 2026-04-09 windows/windows R-4.5 DetMCD_0.0.5.zip 179.7 KiB

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