RMSD: Modified Stahel-Donoho Estimators (Single core version)

In RMSD: Refined Modified Stahel-Donoho Estimators for Outlier Detection

Modified Stahel-Donoho Estimators (Single core version)

Description

This function is for multivariate outlier detection. Ver.1.6 2009/07/14 Published at http://www.stat.go.jp/training/2kenkyu/pdf/ihou/67/wada1.pdf (in Japanese) Ver.1.7 2018/10/19 Modify gso function to stop warning messages Ver.2 2021/09/10 Added the outlier detection step

Usage

RMSD(inp, nb = 0, sd = 0, pt = 0.999)

Arguments

inp	imput data (a numeric matrix)
nb	number of basis
sd	seed (for reproducibility)
pt	threshold for outlier detection (probability)

Value

a list of the following information

• u final mean vector

• V final covariance matrix

• wt final weights

• mah squared Mahalanobis distance of each observation

• FF F test statistics

• cf threshold to detect outliers (percentile point)

• ot outlier flag (1:normal observation, 2:outlier)

RMSD documentation built on Nov. 7, 2023, 1:07 a.m.