LinRegOutliers: A Julia package for detecting outliers in linear regression

Abstract

LinRegOutliers is a Julia package that implements a number of outlier detection algorithms for linear regression. The package also implements robust covariance matrix estimation and graphing functions which can be used to visualize the regression residuals and distances between observations, with many possible metrics (e.g., the Euclidean or Mahalanobis distances with either given or estimated covariance matrices). Our package implements many algorithms and diagnostics for model fitting with outliers under a single interface, which allows users to quickly try many different methods with reasonable default settings, while also providing a good starting framework for researchers who may want to extend the package with novel methods.