Quickstart ========== Robust covariance under contamination ------------------------------------- .. code-block:: python import numpy as np import robustcov as rc rng = np.random.default_rng(0) X = rng.normal(size=(500, 5)) X[:40] += 8.0 est = rc.FastMCD(quality="balanced", random_state=0).fit(X) print(est.location_) print(est.radial_kurtosis_) rc.plot_robust_distance_panel(est, output_path="distance_panel.png", show=False) Small-sample heavy-tail scatter ------------------------------- .. code-block:: python est = rc.RegularizedCauchy(alpha=0.10).fit(X) report = rc.diagnostic_report(est) print(report.summary()) Automatic estimator selection ----------------------------- .. code-block:: python auto = rc.AutoRobustScatter(selection="diagnostic").fit(X) print(auto.summary()) cov = auto.covariance_