Refined Modified Stahel-Donoho Estimators for Outlier Detection

A function for multivariate outlier detection named Modified Stahel-Donoho (MSD) estimators is contained. The function is for elliptically distributed datasets and recognizes outliers based on Mahalanobis distance. The function is called the single core version in Wada & Tsubaki (2013) and evaluated with other methods in Wada, Kawano & Tsubaki (2020) .