R package mvinfluence: Influence Measures and Diagnostic Plots for Multivariate Linear Models. Computes regression deletion diagnostics for multivariate linear models and provides some associated diagnostic plots. The diagnostic measures include hat-values (leverages), generalized Cook’s distance, and generalized squared ’studentized’ residuals. Several types of plots to detect influential observations are provided.

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  1. Friendly, Michael; Sigal, Matthew: Recent advances in visualizing multivariate linear models (2014)