CerioliOutlierDetection

Implements the iterated RMCD method of Cerioli (2010) for multivariate outlier detection via robust Mahalanobis distances. Also provides the finite-sample RMCD method discussed in the paper, as well as the methods provided in Hardin and Rocke (2005) doi:10.1198/106186005X77685 and Green and Martin (2017) https://christopherggreen.github.io/papers/hr05_extension.pdf. See also Chapter 2 of Green (2017) https://digital.lib.washington.edu/researchworks/handle/1773/40304.

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