mrct

Outlier Detection of Functional Data Based on the Minimum Regularized Covariance Trace Estimator

Jeremy Oguamalam, Una Radojičić, Peter Filzmoser

Last update: 17 August 2023

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

Software version identifier: 0.0.1.0

Description

Detect outlying observations in functional data sets based on the minimum regularized covariance trace (MRCT) estimator. Includes implementation of Oguamalam et al. (2023) <arXiv:2307.13509>.

Cites work

Minimum regularized covariance trace estimator and outlier detection for functional data

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