Package: CerioliOutlierDetection 1.1.13
CerioliOutlierDetection: Outlier Detection Using the Iterated RMCD Method of Cerioli (2010)
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).
Authors:
CerioliOutlierDetection_1.1.13.tar.gz
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CerioliOutlierDetection.pdf |CerioliOutlierDetection.html✨
CerioliOutlierDetection/json (API)
# Install 'CerioliOutlierDetection' in R: |
install.packages('CerioliOutlierDetection', repos = c('https://christopherggreen.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/christopherggreen/ceriolioutlierdetection/issues
Last updated 1 years agofrom:cb1764f61f. Checks:OK: 5 NOTE: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 23 2024 |
R-4.5-win | NOTE | Oct 23 2024 |
R-4.5-linux | NOTE | Oct 23 2024 |
R-4.4-win | OK | Oct 23 2024 |
R-4.4-mac | OK | Oct 23 2024 |
R-4.3-win | OK | Oct 23 2024 |
R-4.3-mac | OK | Oct 23 2024 |
Exports:cerioli2010.fsrmcd.testcerioli2010.irmcd.testch99AsymptoticDFhr05AdjustedDFhr05CriticalValuehr05CutoffMvnormal
Dependencies:DEoptimRrobustbase
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Finite-Sample Reweighted MCD Outlier Detection Test of Cerioli (2010) | cerioli2010.fsrmcd.test |
Iterated RMCD test of Cerioli (2010) | cerioli2010.irmcd.test |
CerioliOutlierDetection: package for implementing the Iterated Reweighted MCD outlier detection method of Cerioli (2010) | CerioliOutlierDetection-package CerioliOutlierDetection |
Croux and Haesbroeck (1999) finite-sample asymptotic approximation parameters for the MCD estimate | ch99AsymptoticDF |
Adjusted Degrees of Freedom for Testing Robust Mahalanobis Distances for Outlyingness | hr05AdjustedDF |
Hardin and Rocke (2005) Critical Value for Testing MCD-based Mahalanobis Distances | hr05CriticalValue |
Corrected Critical Values for Testing MCD-based Mahalanobis Distances | hr05CutoffMvnormal |