qHardRoqF: Hardin and Rocke F-quantiles

Description Usage Arguments Value References See Also

View source: R/MDFinitSq.R

Description

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

Usage

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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 Sept. 21, 2021, 5:11 p.m.