MCD_GAUSS_DD Minimum Covariance Determinant Robust Gaussian data description.
W = MCD_GAUSS_DD(A,FRACREJ)
Fit a Minimum-Covariance-Determinant Gaussian density on dataset A. The
algorithm is taken from :
Rousseeuw, P.J. and Van Driessen, Katrien, "A fast algorithm for
the minimum covariance determinant estimator", 15 Dec. 1998
See also: dd_roc fastmcd gauss_dd rob_gauss_dd
Copyright: D.M.J. Tax, D.M.J.Tax@prtools.org
Faculty EWI, Delft University of Technology
P.O. Box 5031, 2600 GA Delft, The Netherlands