CerioliOutlierDetection (Q23018)

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

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    1.1.9
    25 July 2017
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    1.0.8
    2 August 2014
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    1.1.5
    8 July 2016
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    1.1.13
    29 October 2023
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    29 October 2023
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    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).
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