# Detection of Outliers in Asset Sets

### Description

Detects multivariate outliers in asset sets.

### Usage

1 | ```
assetsOutliers(x, center, cov, ...)
``` |

### Arguments

`x` |
an object of class |

`center` |
a numeric vector, a (robust) estimate of the vector of means
of the multivariate time series |

`cov` |
a numeric matrix, a (robust) estimate of the covariance matrix
of the multivariate time series |

`...` |
optional arguments to be passed. |

### Value

returns a list with the following entries:
the estimate for the location named `center`

,
the estimate for the covariance matrix named `cov`

,
the estimate for the correlation matrix named `cor`

,
the quantile named `quantile`

,
the outliers named `outliers`

, and
the time series named `series`

.

### Author(s)

Moritz Gschwandtner and Peter Filzmoser for the original R code
from package "mvoutliers",

Diethelm Wuertz for the Rmetrics port.

### References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);
*Portfolio Optimization with R/Rmetrics*,
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

### Examples

1 2 3 4 5 6 | ```
## LPP -
LPP <- as.timeSeries(data(LPP2005REC))[, 1:6]
colnames(LPP)
## assetsOutliers -
assetsOutliers(LPP, colMeans(LPP), cov(LPP))
``` |