CerioliOutlierDetection
Outlier Detection Using the Iterated RMCD Method of Cerioli (2010)
v1.1.15
·
Jun 22, 2024
·
GPL (>= 2)
Description
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>.
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