RMSDp

CRANRMSDpMaRDI QIDQ5980018

Refined Modified Stahel-Donoho (MSD) Estimators for Outlier Detection (Parallel Version)

Kazumi Wada

Last update: 16 November 2023

Software version identifier: 0.1.0

Copyright license: GNU General Public License

Description

A parallel function for multivariate outlier detection named modified Stahel-Donoho estimators is contained in this package. The function RMSDp() is for elliptically distributed datasets and recognizes outliers based on Mahalanobis distance. This function is for higher dimensional datasets that cannot be handled by a single core function RMSD() included in 'RMSD' package. See Wada and Tsubaki (2013) <doi:10.1109/CLOUDCOM-ASIA.2013.86> for the detail of the algorithm.

Cites work

• Parallel Computation of Modified Stahel-Donoho Estimators for Multivariate Outlier Detection