LinRegOutliers: A Julia package for detecting outliers in linear regression
The Journal of Open Source Software, vol.6, no.57, pp.1-6, 2021 (Peer-Reviewed Journal)
- Publication Type: Article / Article
- Volume: 6 Issue: 57
- Publication Date: 2021
- Doi Number: 10.21105/joss.02892
- Journal Name: The Journal of Open Source Software
- Page Numbers: pp.1-6
- Open Archive Collection: AVESIS Open Access Collection
- Istanbul University Affiliated: Yes
Abstract
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