CODE EXAMPLE FOR PYTHON

multivariate outlier detection python

contamination = .4
el = covariance.EllipticEnvelope(store_precision=True, assume_centered=False, support_fraction=None, 
                                    contamination=contamination, random_state=0)

el.fit(d)
df['Mahalanobis Distance'] = el.mahalanobis(d)
plt.figure(figsize = (12, 6))