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_1.1.13.tar.gz(r-4.6-any)
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manual.pdf |manual.html✨
card.svg |card.png
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 from:cb1764f61f. Checks:7 NOTE, 2 OK. Indexed: yes.
The latest version of this package failed to build. Look at thebuild logs for more information.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | NOTE | 122 | ||
| source / vignettes | OK | 155 | ||
| linux-release-x86_64 | NOTE | 119 | ||
| macos-release-arm64 | NOTE | 137 | ||
| macos-oldrel-arm64 | NOTE | 167 | ||
| windows-devel | NOTE | 92 | ||
| windows-release | NOTE | 56 | ||
| windows-oldrel | NOTE | 60 | ||
| wasm-release | OK | 84 |
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 |
