CerioliOutlierDetection: Outlier detection using the iterated RMCD method of Cerioli (2010). This package provides the iterated RMCD method of Cerioli (2010) for multivariate outlier detection via robust Mahalanobis distances. It also provides the finite-sample RMCD method discussed in the paper, as well as the methods provided in Hardin and Rocke (2005) and Green and Martin (2014).
References in zbMATH (referenced in 1 article )
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- Hardin, Johanna; Rocke, David M.: Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator (2003)