Implements the iterated RMCD method of Cerioli (2010) for multivariate outlier detection via robust Mahalanobis distances. Also provides the finite-sample RMCD method discussed in the paper, as well as the methods provided in Hardin and Rocke (2005) and Green and Martin (2014).

Documentation

Manual: CerioliOutlierDetection.pdf
Vignette: None available.

Maintainer: Christopher G. Green <christopher.g.green at gmail.com>

Author(s): Christopher G. Green*, R. Doug Martin*

Install package and any missing dependencies by running this line in your R console:

install.packages("CerioliOutlierDetection")

Depends R (>= 3.0.0)
Imports robustbase(>=0.91-1)
Suggests rrcov, robust, mvtnorm, alr3
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Package CerioliOutlierDetection
Materials
URL http://christopherggreen.github.io/CerioliOutlierDetection/
Task Views
Version 1.1.5
Published 2016-07-08
License GPL (>= 2)
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NeedsCompilation no
Citation
CRAN checks CerioliOutlierDetection check results
Package source CerioliOutlierDetection_1.1.5.tar.gz