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PCOUT Outliers Detection Algorithm in Javascript
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This module was converted from pcout.m
PCOUT is the method proposed by Filzmoser et al. "Outlier detection in high dimensions",Computational Statistics;Data Analysis (2008). This Method is claimed to be well for outlier detection in high dimensions.
Input: [m x n] Matrix
Output: [1 x m] Matrix of weights of observations.
More detail information about the method, please read the following article:
http://www.statistik.tuwien.ac.at/public/filz/papers/csda07b.pdf
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