christopherggreen/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

MaintainerChristopher G. Green <christopher.g.green@gmail.com>
LicenseGPL (>= 2)
Version1.1.13
URL https://christopherggreen.github.io/CerioliOutlierDetection/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("christopherggreen/CerioliOutlierDetection")
christopherggreen/CerioliOutlierDetection documentation built on Nov. 3, 2023, 4:45 a.m.