RMSDp: Modified Stahel-Donoho Estimators (parallel version)

In RMSDp: Refined Modified Stahel-Donoho (MSD) Estimators for Outlier Detection (Parallel Version)

Modified Stahel-Donoho Estimators (parallel version)

Description

This function is for multivariate outlier detection. version 0.0.1 2013/06/15 Related paper: DOI: 10.1109/CLOUDCOM-ASIA.2013.86 version 0.0.2 2021/11/15 Outlier detection step added version 0.0.3 2022/08/12 Bug fixed about Random seed setting

Usage

RMSDp(inp, cores = 0, nb = 0, sd = 0, pt = 0.999, dv = 10000)

Arguments

inp	input data (a numeric matrix)
cores	number of cores used for this function
nb	number of basis
sd	seed (for reproducibility)
pt	threshold for outlier detection (probability)
dv	maximum number of elements processed together on the same core

Value

a list of the following information

• u final mean vector

• V final covariance matrix

• wt final weights

• mah squared squared Mahalanobis distances

• cf threshold to detect outlier (percentile point)

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

RMSDp documentation built on June 22, 2024, 10:22 a.m.