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).
Last updated 1 years ago
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