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


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Documentation for package ‘CerioliOutlierDetection’ version 1.1.5

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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) asymptotic 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