FastPCS Robust Fit of Multivariate Location and Scatter
Overview
The FastPCS algorithm of Vakili and Schmitt (2014) doi:10.1016/j.csda.2013.07.021 for robust estimation of multivariate location and scatter and multivariate outliers detection.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
Downloads
Dependencies
Installing FastPCS adds 3 packages (3 with compiled code, 3.7 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppEigen 1.7 MB, matrixStats 207 KB.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.1.4Latest
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.1.32018-05-22 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- 0.1.2
- 0.1.1
Show 11 earlier eventsHide 11 earlier events
Package metadata
- First published
- 2013-04-09
- Total releases
- 13 / 13 yrs
- License
- GPL (>= 2) OSI
- Download size
- 7.8 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("FastPCS")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.