ICSOutlier

swMATH18258CRANICSOutlierMaRDI QIDQ30101

Outlier Detection Using Invariant Coordinate Selection

Aurore Archimbaud, Klaus Nordhausen, Anne Ruiz-Gazen

Last update: 13 December 2023

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

Software version identifier: 0.3-0, 0.2-0, 0.3-0, 0.3-1, 0.4-0

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

Description

Multivariate outlier detection is performed using invariant coordinates where the package offers different methods to choose the appropriate components. ICS is a general multivariate technique with many applications in multivariate analysis. ICSOutlier offers a selection of functions for automated detection of outliers in the data based on a fitted ICS object or by specifying the dataset and the scatters of interest. The current implementation targets data sets with only a small percentage of outliers.

Related Items (7)

Numerical Considerations and a new implementation for invariant coordinate selection ⋮ Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace ⋮ Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection ⋮ ICS for Multivariate Outlier Detection with Application to Quality Control ⋮ ICSShiny ⋮ On the usage of joint diagonalization in multivariate statistics ⋮ Unnamed Item

This page was built for software: ICSOutlier