RMSD (Q5980342)

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Refined Modified Stahel-Donoho Estimators for Outlier Detection
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RMSD
Refined Modified Stahel-Donoho Estimators for Outlier Detection

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    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) <doi:10.1109/CLOUDCOM-ASIA.2013.86> and evaluated with other methods in Wada, Kawano & Tsubaki (2020) <doi:10.17713/ajs.v49i2.872>.
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    6 November 2023
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    0.1.0
    6 November 2023
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