R-universe - kazwd2008 (wada, kazumi)

robRatio - M-Estimators for Generalized Ratio and Linear Regression Models

Robust estimators for generalized ratio model (Wada, Sakashita and Tsubaki, 2021)<doi:10.17713/ajs.v50i1.994> and linear regression model by the IRLS(iterative reweighted least squares) algorithm are contained.

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4.78 score 2 scripts 488 downloads

RMSD - Refined Modified Stahel-Donoho Estimators for Outlier Detection

A function for multivariate outlier detection named Modified Stahel-Donoho (MSD) estimators is contained. The function is for elliptically distributed datasets and recognizes outliers based on Mahalanobis distance. The function is called the single core version in Wada & Tsubaki (2013) <doi:10.1109/CLOUDCOM-ASIA.2013.86> and evaluated with other methods in Wada, Kawano & Tsubaki (2020) <doi:10.17713/ajs.v49i2.872>.

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2.70 score 1 scripts 190 downloads

RMSDp - Refined Modified Stahel-Donoho (MSD) Estimators for Outlier Detection (Parallel Version)

A parallel function for multivariate outlier detection named modified Stahel-Donoho estimators is contained in this package. The function RMSDp() is for elliptically distributed datasets and recognizes outliers based on Mahalanobis distance. This function is for higher dimensional datasets that cannot be handled by a single core function RMSD() included in 'RMSD' package. See Wada and Tsubaki (2013) <doi:10.1109/CLOUDCOM-ASIA.2013.86> for the detail of the algorithm.

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2.70 score 591 downloads