Hotelling T^2 for Outlier Detection

[JamesHWade]

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.