qHardRoqF | R Documentation |
p-quantiles of the Hardin and Rocke (2005) scaled F distribution for squared Mahalanobis distances based on raw MCD covariance estimators
qHardRoqF(p, nobs, nvar, h=floor((nobs+nvar+1)/2), adj=TRUE,
lower.tail=TRUE, log.p=FALSE)
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). |
The quantile of the appropriate scaled F distribution.
Hardin, J. and Rocke, A. (2005), The Distribution of Robust Distances.
Journal of Computational and Graphical Statistics 14, 910–927.
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