CerioliOutlierDetection (version 1.1.15)

Outlier Detection Using the Iterated RMCD Method of Cerioli (2010)

Description

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) and Green and Martin (2017) . See also Chapter 2 of Green (2017) .

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Version

Install

install.packages('CerioliOutlierDetection')

Monthly Downloads

213

Version

1.1.15

License

GPL (>= 2)

Maintainer

Christopher G Green

Last Published

June 23rd, 2024

Functions in CerioliOutlierDetection (1.1.15)

ch99AsymptoticDF

Croux and Haesbroeck (1999) finite-sample asymptotic approximation parameters for the MCD estimate

cerioli2010.fsrmcd.test

Finite-Sample Reweighted MCD Outlier Detection Test of Cerioli (2010)

hr05AdjustedDF

Adjusted Degrees of Freedom for Testing Robust Mahalanobis Distances for Outlyingness

CerioliOutlierDetection

CerioliOutlierDetection: package for implementing the Iterated Reweighted MCD outlier detection method of Cerioli (2010)

hr05CriticalValue

Hardin and Rocke (2005) Critical Value for Testing MCD-based Mahalanobis Distances

hr05CutoffMvnormal

Corrected Critical Values for Testing MCD-based Mahalanobis Distances

cerioli2010.irmcd.test

Iterated RMCD test of Cerioli (2010)