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Robust Multivariate Outlier Detection

v1.2 · May 30, 2025 · GPL (>= 2)

Description

Detection of multivariate outliers using robust estimates of location and scale. The Minimum Covariance Determinant (MCD) estimator is used to calculate robust estimates of the mean vector and covariance matrix. Outliers are determined based on robust Mahalanobis distances using either an unstructured covariance matrix, a principal components structured covariance matrix, or a factor analysis structured covariance matrix. Includes options for specifying the direction of interest for outlier detection for each variable.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies robustbase mvout

Version History

new 1.2 Mar 9, 2026