qHardRoqF: Hardin and Rocke F-quantiles

In MAINT.Data: Model and Analyse Interval Data

Hardin and Rocke F-quantiles

Description

p-quantiles of the Hardin and Rocke (2005) scaled F distribution for squared Mahalanobis distances based on raw MCD covariance estimators

Usage

qHardRoqF(p, nobs, nvar, h=floor((nobs+nvar+1)/2), adj=TRUE, 
  lower.tail=TRUE, log.p=FALSE)

Arguments

p	Vector of probabilities.
nobs	Number of observations used in the computation of the raw MCD Mahalanobis squared distances.
nvar	Number of variables used in the computation of the raw MCD Mahalanobis squared distances.
h	Number of observations kept in the computation of the raw MCD estimate.
adj	logical; if TRUE (default) returns the quantile of the adjusted distribution. Otherwise returns the quantile of the asymptotic distribution.
lower.tail	logical; if TRUE (default), probabilities are P(X <= x) otherwise, P(X > x)
log.p	logical; if TRUE, probabilities p are given as log(p).

Value

The quantile of the appropriate scaled F distribution.

References

Hardin, J. and Rocke, A. (2005), The Distribution of Robust Distances. Journal of Computational and Graphical Statistics 14, 910–927.

See Also

fasttle, fulltle

MAINT.Data documentation built on April 4, 2023, 9:09 a.m.