CerioliOutlierDetection

MaRDI QIDQ23018swMATHCRANFDO

Authors Christopher G. Green

Last update 23 June 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.1.9, 1.0.8, 1.1.5, 1.1.13, PACKAGES.rds, 1.1.15

Official website http://cran.r-project.org/web/packages/CerioliOutlierDetection/index.html

Source code repository https://github.com/cran/CerioliOutlierDetection

Description

Implements the iterated RMCD method of Cerioli (2010)for multivariate outlier detection via robust Mahalanobis distances. Alsoprovides 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) <https://christopherggreen.github.io/papers/hr05_extension.pdf>.See also Chapter 2 of Green (2017) <https://digital.lib.washington.edu/researchworks/handle/1773/40304>.

Cites work

• The Distribution of Robust Distances

Cited in

(19)

• ICS for multivariate outlier detection with application to quality control
• Rlof
• outliers
• extremevalues
• SOREX
• HDoutliers
• robustX
• REPPlab
• ICSOutlier
• EPP-lab
• ICSShiny
• faoutlier
• HighDimOut
• kmodR
• abodOutlier
• alphaOutlier
• rrcovHD
• Unsupervised outlier detection in quality control: an overview
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator

This page was built for software: CerioliOutlierDetection