CerioliOutlierDetection: Outlier Detection Using the Iterated RMCD Method of Cerioli (2010)
Version 1.1.5

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).

Browse man pages Browse package API and functions Browse package files

AuthorChristopher G. Green [aut, cre], R. Doug Martin [ths]
Date of publication2016-07-08 11:11:23
MaintainerChristopher G. Green <christopher.g.green@gmail.com>
LicenseGPL (>= 2)
Version1.1.5
URL http://christopherggreen.github.io/CerioliOutlierDetection/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("CerioliOutlierDetection")

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...

Functions

CerioliOutlierDetection Man page
CerioliOutlierDetection-package Man page
cerioli2010.fsrmcd.test Man page
cerioli2010.irmcd.test Man page
ch99AsymptoticDF Man page
hr05.predict.050.hr05 Source code
hr05AdjustedDF Man page
hr05CriticalValue Man page
hr05CutoffMvnormal Man page
max.bdp.mcd.alpha Source code
predictfunc Source code

Files

NAMESPACE
R
R/hr05CutoffMvnormal.r
R/hr05CriticalValue.r
R/ch99AsymptoticDF.r
R/hr05AdjustedDF.r
R/zzz.r
R/cerioli10.fsrmcd.test.r
R/cerioli10.irmcd.test.r
MD5
README
DESCRIPTION
man
man/hr05CriticalValue.Rd
man/hr05CutoffMvnormal.Rd
man/cerioli2010.irmcd.test.Rd
man/ch99AsymptoticDF.Rd
man/CerioliOutlierDetection.Rd
man/cerioli2010.fsrmcd.test.Rd
man/hr05AdjustedDF.Rd
CerioliOutlierDetection documentation built on May 19, 2017, 9:58 p.m.