Daniel Peña & Victor Yohai (1999) A Fast Procedure for Outlier Diagnostics in Large Regression Problems, Journal of the American Statistical Association, 94:446, 434-445, DOI: 10.1080/01621459.1999.10474138
is in scope of the package and it would be nice to have this. The algorithm consists on two stages, which are relatively easy to implement. We have a py95() implementation for an other paper of the same authors.
The paper
Daniel Peña & Victor Yohai (1999) A Fast Procedure for Outlier Diagnostics in Large Regression Problems, Journal of the American Statistical Association, 94:446, 434-445, DOI: 10.1080/01621459.1999.10474138is in scope of the package and it would be nice to have this. The algorithm consists on two stages, which are relatively easy to implement. We have a
py95()implementation for an other paper of the same authors.