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Implements the iterated RMCD method of Cerioli (2010) for multivariate outlier detection via robust Mahalanobis distances. Also provides the finite-sample RMCD method discussed in the paper, as well as the methods provided in Hardin and Rocke (2005) <doi:10.1198/106186005X77685> and Green and Martin (2017) <https://christopherggreen.github.io/papers/hr05_extension.pdf>. See also Chapter 2 of Green (2017) <https://digital.lib.washington.edu/researchworks/handle/1773/40304>.
Package details |
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Author | Christopher G. Green [aut, cre] (<https://orcid.org/0000-0003-1277-6597>), R. Doug Martin [ths] |
Maintainer | Christopher G. Green <christopher.g.green@gmail.com> |
License | GPL (>= 2) |
Version | 1.1.15 |
URL | https://christopherggreen.github.io/CerioliOutlierDetection/ |
Package repository | View on CRAN |
Installation |
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