Nothing
.arw <- function (x, m0, c0, alpha, pcrit, ...){
n <- nrow(x)
p <- ncol(x)
if (missing(pcrit)) {
if (p <= 10)
pcrit <- (0.24 - 0.003 * p)/sqrt(n)
if (p > 10)
pcrit <- (0.252 - 0.0018 * p)/sqrt(n)
}
if (missing(alpha))
delta <- qchisq(0.975, p)
else delta <- qchisq(1 - alpha, p)
d2 <- mahalanobis(x, m0, c0)
d2ord <- sort(d2)
dif <- pchisq(d2ord, p) - (0.5:n)/n
i <- (d2ord >= delta) & (dif > 0)
if (sum(i) == 0)
alfan <- 0
else alfan <- max(dif[i])
if (alfan < pcrit)
alfan <- 0
if (alfan > 0)
cn <- max(d2ord[n - ceiling(n * alfan)], delta)
else cn <- Inf
w <- d2 < cn
if (sum(w) == 0) {
m <- m0
c <- c0
}
else {
m <- apply(x[w, ], 2, mean)
c1 <- as.matrix(x - rep(1, n) %*% t(m))
c <- (t(c1) %*% diag(w) %*% c1)/sum(w)
}
list(m = m, c = c, cn = cn, w = w)
}
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