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) <https://christopherggreen.github.io/papers/hr05_extension.pdf>. See also Chapter 2 of Green (2017) <https://digital.lib.washington.edu/researchworks/handle/1773/40304>.

Getting started

Package details

AuthorChristopher G. Green [aut, cre] (<https://orcid.org/0000-0003-1277-6597>), R. Doug Martin [ths]
MaintainerChristopher G. Green <christopher.g.green@gmail.com>
LicenseGPL (>= 2)
Version1.1.15
URL https://christopherggreen.github.io/CerioliOutlierDetection/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CerioliOutlierDetection")

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CerioliOutlierDetection documentation built on June 23, 2024, 9:06 a.m.