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

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).

Getting started

Package details

AuthorChristopher G. Green [aut, cre], R. Doug Martin [ths]
MaintainerChristopher G. Green <christopher.g.green@gmail.com>
LicenseGPL (>= 2)
URL http://christopherggreen.github.io/CerioliOutlierDetection/
Package repositoryView on CRAN
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CerioliOutlierDetection documentation built on May 2, 2019, 9:11 a.m.