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TRobustEstimator.h File Reference
#include "TArrayI.h"
#include "TMatrixDSym.h"
#include "TVectorD.h"
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Classes

class  TRobustEstimator
 Minimum Covariance Determinant Estimator - a Fast Algorithm invented by Peter J.Rousseeuw and Katrien Van Dreissen "A Fast Algorithm for the Minimum covariance Determinant Estimator" Technometrics, August 1999, Vol.41, NO.3. More...