Function to Find Outliers for an epplab Object
Description
Function to decide wether observations are considered outliers or not in
specific projection directions of an epplab
object.
Usage
1 2 
Arguments
x 
An object of class 
which 
The directions in which outliers should be searched. The default is to look at all. 
k 
Numeric value to decide when an observation is considered an outlier or not. Default is 3. See details. 
location 
A function which gives the univariate location as an output.
The default is 
scale 
A function which gives the univariate scale as an output. The
default is 
Details
Denote location_j as the location of the jth projection direction and analogously scale_j as its scale. Then an observation x is an outlier in the jth projection direction, if xlocation_j >= k scale_j.
Naturally it is best to use for this purpose robust location and scale
measures like median
and mad
for example.
Value
A list with class 'epplabOutlier' containing the following components:
outlier 
A matrix with only zeros and ones. A value of 1 classifies the observation as an outlier in this projection direction. 
k 
The factor 
location 
The name of the

scale 
The name of the 
PPindex 
The name of the 
PPalg 
The name of the 
Author(s)
Klaus Nordhausen
References
RuizGazen, A., Larabi MarieSainte, S. and Berro, A. (2010), Detecting multivariate outliers using projection pursuit with particle swarm optimization, COMPSTAT2010, pp. 8998.
See Also
EPPlab
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13  # creating data with 3 outliers
n <300
p < 10
X < matrix(rnorm(n*p),ncol=p)
X[1,1] < 9
X[2,4] < 7
X[3,6] < 8
# giving the data rownames, obs.1, obs.2 and obs.3 are the outliers.
rownames(X) < paste("obs",1:n,sep=".")
PP<EPPlab(X,PPalg="PSO",PPindex="KurtosisMax",n.simu=20, maxiter=20)
OUT<EPPlabOutlier(PP, k = 3, location = median, scale = mad)
OUT
