Hi Virgile.
Thanks for the reference. I'll have a look and add it to the documentation.
So rename to correct spelling and deprecated class with wrong spelling?
Cheers,
Andy
On 03/23/2012 02:13 PM, Virgile Fritsch wrote:
Hi Andreas,
Indeed, it should be "envelope" with an "e" at the end.
The algorithm fits a robust covariance object to the data, compute the
(robust) observations' Mahalanobis distances from it and sets a
threshold on these distances so that a given proportion of
observations are removed.
I suggest you to read the introduction of that paper if you are not
familiar with the procedure :
Rousseeuw, P.J., Van Driessen, K.: A fast algorithm for the minimum
covariance determinant estimator. Technometrics 41(3), 212 (1999)
Virgile
On Fri, Mar 23, 2012 at 1:31 PM, Andreas <amuel...@ais.uni-bonn.de
<mailto:amuel...@ais.uni-bonn.de>> wrote:
Hi everybody.
As my task for today seems to involve outlier detection, I looked at
covariance.EllipticEnvelop.
First, it seems to me that there is a typo in the name and in the
docs:
Shouldn't it be "EllipticEnvelope"?
Also: I didn't find any reference for this algorithm. Any one has any
pointers?
Cheers,
Andy
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