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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) doi:10.1198/106186005X77685 and Green and Martin (2017).
| christopherggreen.github.io/CerioliOutlierDetection/ |
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