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[ENH] Added ROCKAD anomaly detector to aeon #2376

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What does this implement/fix? Explain your changes.

Implemented the ROCKAD anomaly detector.

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@aeon-actions-bot aeon-actions-bot bot added anomaly detection Anomaly detection package enhancement New feature, improvement request or other non-bug code enhancement labels Nov 21, 2024
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Thank you for contributing to aeon

I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
I have added the following labels to this PR based on the changes made: [ $\color{#6F6E8D}{\textsf{anomaly detection}}$ ]. Feel free to change these if they do not properly represent the PR.

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