LinRegOutliers

A Julia package for outlier detection in linear regression.

Implemented Methods

• Basic diagnostics
• Hadi & Simonoff (1993)
• Kianifard & Swallow (1989)
• Sebert & Montgomery & Rollier (1998)
• Least Median of Squares
• Least Trimmed Squares
• Minimum Volume Ellipsoid (MVE)
• MVE & LTS Plot
• Billor & Chatterjee & Hadi (2006)
• Pena & Yohai (1995)
• Satman (2013)
• Satman (2015)
• Setan & Halim & Mohd (2000)
• Least Absolute Deviations

Example

julia> using LinRegOutliers
julia> # Regression setting for Hawkins & Bradu & Kass data
julia> reg = createRegressionSetting(@formula(y ~ x1 + x2 + x3), hbk)
julia> smr98(reg)
14-element Array{Int64,1}:
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julia> py95(reg)["outliers"]
14-element Array{Int64,1}:
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