LinRegOutliers: A Julia package for detecting outliers in linear regression


Creative Commons License

Satman M. H., Adiga S., Angeris G., Akadal E.

The Journal of Open Source Software, cilt.6, sa.57, ss.1-6, 2021 (Hakemli Dergi)

Özet

LinRegOutliersis a Julia package that implements a number of outlier detection algorithmsfor linear regression. The package also implements robust covariance matrix estimation andgraphing functions which can be used to visualize the regression residuals and distances be-tween observations, with many possible metrics (e.g., the Euclidean or Mahalanobis distanceswith either given or estimated covariance matrices). Our package implements many algo-rithms and diagnostics for model fitting with outliers under a single interface, which allowsusers to quickly try many different methods with reasonable default settings, while also pro-viding a good starting framework for researchers who may want to extend the package withnovel methods