CerioliOutlierDetection

swMATH11068CRANCerioliOutlierDetectionMaRDI QIDQ23018

Outlier Detection Using the Iterated RMCD Method of Cerioli (2010)

Christopher G. Green

Last update: 29 October 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1.9, 1.0.8, 1.1.5, 1.1.13

Source code repository: https://github.com/cran/CerioliOutlierDetection

Description

Implements the iterated RMCD method of Cerioli (2010)for multivariate outlier detection via robust Mahalanobis distances. Alsoprovides 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).

Cites work

• The Distribution of Robust Distances