CerioliOutlierDetection

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


Licenses
CNRI-Python-GPL-Compatible/CNRI-Python-GPL-Compatible

Documentation

This package provides the iterated RMCD method of Cerioli (2010)
for multivariate outlier detection via robust Mahalanobis distances. It 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 (2017).