CerioliOutlierDetection: Outlier Detection Using the Iterated RMCD Method of Cerioli (2010)

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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) and Green and Martin (2014).

Author
Christopher G. Green [aut, cre], R. Doug Martin [ths]
Date of publication
2016-07-08 11:11:23
Maintainer
Christopher G. Green <christopher.g.green@gmail.com>
License
GPL (>= 2)
Version
1.1.5
URLs

View on CRAN

Man pages

cerioli2010.fsrmcd.test
Finite-Sample Reweighted MCD Outlier Detection Test of...
cerioli2010.irmcd.test
Iterated RMCD test of Cerioli (2010)
CerioliOutlierDetection
CerioliOutlierDetection: package for implementing the...
ch99AsymptoticDF
Croux and Haesbroeck (1999) asymptotic parameters for the MCD...
hr05AdjustedDF
Adjusted Degrees of Freedom for Testing Robust Mahalanobis...
hr05CriticalValue
Hardin and Rocke (2005) Critical Value for Testing MCD-based...
hr05CutoffMvnormal
Corrected Critical Values for Testing MCD-based Mahalanobis...

Files in this package

CerioliOutlierDetection
CerioliOutlierDetection/NAMESPACE
CerioliOutlierDetection/R
CerioliOutlierDetection/R/hr05CutoffMvnormal.r
CerioliOutlierDetection/R/hr05CriticalValue.r
CerioliOutlierDetection/R/ch99AsymptoticDF.r
CerioliOutlierDetection/R/hr05AdjustedDF.r
CerioliOutlierDetection/R/zzz.r
CerioliOutlierDetection/R/cerioli10.fsrmcd.test.r
CerioliOutlierDetection/R/cerioli10.irmcd.test.r
CerioliOutlierDetection/MD5
CerioliOutlierDetection/README
CerioliOutlierDetection/DESCRIPTION
CerioliOutlierDetection/man
CerioliOutlierDetection/man/hr05CriticalValue.Rd
CerioliOutlierDetection/man/hr05CutoffMvnormal.Rd
CerioliOutlierDetection/man/cerioli2010.irmcd.test.Rd
CerioliOutlierDetection/man/ch99AsymptoticDF.Rd
CerioliOutlierDetection/man/CerioliOutlierDetection.Rd
CerioliOutlierDetection/man/cerioli2010.fsrmcd.test.Rd
CerioliOutlierDetection/man/hr05AdjustedDF.Rd