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) and Green and Martin (2017) < https://christopherggreen.github.io/papers/hr05_extension.pdf>. See also Chapter 2 of Green (2017) < https://digital.lib.washington.edu/researchworks/handle/1773/40304>.


This package provides the iterated RMCD method of Cerioli (2010)
for multivariate outlier detection via robust Mahalanobis distances. It 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 Marttin (2017).

Reference manual

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install.packages("CerioliOutlierDetection")

1.1.15 by Christopher G. Green, 2 years ago


https://christopherggreen.github.io/CerioliOutlierDetection/


Browse source code at https://github.com/cran/CerioliOutlierDetection


Authors: Christopher G. Green [aut, cre] , R. Doug Martin [ths]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports robustbase

Suggests rrcov, mvtnorm, mclust


Suggested by AIDA.


See at CRAN