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


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Documentation for package ‘CerioliOutlierDetection’ version 1.1.9

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CerioliOutlierDetection-package CerioliOutlierDetection: package for implementing the Iterated Reweighted MCD outlier detection method of Cerioli (2010)
cerioli2010.fsrmcd.test Finite-Sample Reweighted MCD Outlier Detection Test of Cerioli (2010)
cerioli2010.irmcd.test Iterated RMCD test of Cerioli (2010)
CerioliOutlierDetection CerioliOutlierDetection: package for implementing the Iterated Reweighted MCD outlier detection method of Cerioli (2010)
ch99AsymptoticDF Croux and Haesbroeck (1999) finite-sample asymptotic approximation parameters for the MCD estimate
hr05AdjustedDF Adjusted Degrees of Freedom for Testing Robust Mahalanobis Distances for Outlyingness
hr05CriticalValue Hardin and Rocke (2005) Critical Value for Testing MCD-based Mahalanobis Distances
hr05CutoffMvnormal Corrected Critical Values for Testing MCD-based Mahalanobis Distances