Skip to main content
Vansh Verma
← Lab

cdintercept

confirmedupstream bugPython · pyodSystems & data structuresJuly 25, 2026

the question

Does pyod's CD detector compute Cook's distance leverage consistently with its intercept-fitted regression?

what came out

pyod's _Cooks_dist computes leverage from X alone while LinearRegression fits [1, X], so leverages sum to n_predictors not n_predictors+1. The top outlier's Cook's distance is understated 10x (0.1915 vs 1.9321) and the CD ranking reorders; fit_intercept=False matches statsmodels.

method & receipts

  • Result: confirmed
  • Reproducible — one script re-runs the whole thing from scratch.
  • Tested — a correctness/benchmark suite ships alongside the code.

→ read the code and re-run it

github.com/v-code01/cdintercept