otrimle

Performs robust cluster analysis allowing for outliers and noise that cannot be fitted by any cluster. The data are modelled by a mixture of Gaussian distributions and a noise component, which is an improper uniform distribution covering the whole Euclidean space. Parameters are estimated by (pseudo) maximum likelihood. This is fitted by a EM-type algorithm. See Coretto and Hennig (2016) doi:10.1080/01621459.2015.1100996, and Coretto and Hennig (2017) https://jmlr.org/papers/v18/16-382.html.

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