mahaout: Multivariate outlier detection through the boxplot of the Mahalanobis distance
Description
This function finds multivariate outliers by constructing a
boxplot of the Mahalanobis distance of all the instances.
Usage
mahaout(data, nclass=0, plot = TRUE)
Arguments
data
Name of the dataset
nclass
Number of the class to check for outliers. By default nclass=0 meaning
the column of classes it is not used.
plot
Logical value. If plot=T a plot of the mahalanobis distance is drawn
Value
Returns a list of top outliers according to their Mahalanobis distance and a list of
all the instances ordered according to their Mahalanobis distance.If Plot=T, a plot of the instances ranked by their Mahalanobis distance is provided.
Details
uses cov.rob function from the MASS library
References
Rousseeuw, P, and Leroy, A. (1987). Robust Regression and outlier detection. John Wiley & Sons. New York.