A collection of some tests commonly used for identifying
        outliers.

Programs for detecting and cleaning outliers in single time series and in time series from homogeneous and heterogeneous databases using an Orthogonal Greedy Algorithm (OGA) for saturated linear regression models. The programs implement the procedures presented in the paper entitled "Efficient outlier detection in heterogeneous time series databases" by Pedro Galeano, Daniel Peña and Ruey S. Tsay (2024), working paper, Universidad Carlos III de Madrid.

Provides implementations of some of the most important outlier detection algorithms. 
    Includes a tutorial mode option that shows a description of each algorithm and provides 
    a step-by-step execution explanation of how it identifies outliers from the given data 
    with the specified input parameters. References include the works of Azzedine Boukerche, 
    Lining Zheng, and Omar Alfandi (2020) <doi:10.1145/3381028>, Abir Smiti (2020) 
    <doi:10.1016/j.cosrev.2020.100306>, and Xiaogang Su, Chih-Ling Tsai (2011) 
    <doi:10.1002/widm.19>.

Potential outliers are identified for all combinations of a dataset's variables. O3 plots are described in Unwin(2019) <doi:10.1080/10618600.2019.1575226>. The available methods are HDoutliers() from the package 'HDoutliers', FastPCS() from the package 'FastPCS', mvBACON() from 'robustX', adjOutlyingness() from 'robustbase', DectectDeviatingCells() from 'cellWise', covMcd() from 'robustbase'.

Outlier detection method that flags suspicious values within observations,
  constrasting them against the normal values in a user-readable format, potentially
  describing conditions within the data that make a given outlier more rare.
  Full procedure is described in Cortes (2020) <arXiv:2001.00636>.
  Loosely based on the 'GritBot' <https://www.rulequest.com/gritbot-info.html> software.

Create regression tables for publication.
    Currently supports 'lm', 'glm', 'survreg', and 'ivreg' outputs.

Estimates rates for continuous character evolution under Brownian motion and a new set of Ornstein-Uhlenbeck based Hansen models that allow both the strength of the pull and stochastic motion to vary across selective regimes. Beaulieu et al (2012).