Feature - Hotelling T2 for Outlier Detection
In chemometric models that use PCA/PLS or similar methods, we often use T2 for outlier detection. This could be a nice complement the score.pca method that is already implemented.
Here is an example taken from Chapter 6 of Process Improvement using Data by Kevin Dunn.
Is this too niche? Worthwhile to implement? I'm also interested in the isolation methods, such as implementing isolation forests from #25. I'm not as familiar with those methods, so I'd need to learn more about them first.
Feature - Hotelling T2 for Outlier Detection
In chemometric models that use PCA/PLS or similar methods, we often use T2 for outlier detection. This could be a nice complement the
score.pcamethod that is already implemented.Here is an example taken from Chapter 6 of Process Improvement using Data by Kevin Dunn.
Is this too niche? Worthwhile to implement? I'm also interested in the isolation methods, such as implementing isolation forests from #25. I'm not as familiar with those methods, so I'd need to learn more about them first.