1 code implementation • 5 Aug 2020 • Joachim Schreurs, Iwein Vranckx, Mia Hubert, Johan A. K. Suykens, Peter J. Rousseeuw
The minimum regularized covariance determinant method (MRCD) is a robust estimator for multivariate location and scatter, which detects outliers by fitting a robust covariance matrix to the data.