View source: R/high_kurtosis.R
high_kurtosis | R Documentation |
The kurtosis cutoff is a high quantile (default 0.99) of the sampling distribution of kurtosis for Normal iid data of the same length as the components; it is estimated by simulation or calculated from the theoretical asymptotic distribution if the components are long enough.
high_kurtosis(Comps, kurt_quantile = 0.99, n_sim = 5000, min_1 = FALSE)
Comps |
A matrix; each column is a component. For PCA, this is the U matrix. For ICA, this is the M matrix. |
kurt_quantile |
components with kurtosis of at least this quantile are kept. |
n_sim |
The number of simulation data to use for estimating the sampling
distribution of kurtosis. Only used if a new simulation is performed. (If
|
min_1 |
Require at least one component to be selected? In other words, if
no components meet the quantile cutoff, should the component with the highest
kurtosis be returned? Default: |
The components should not have any strong low-frequency trends, because trends can affect kurtosis in unpredictable ways unrelated to outlier presence.
A logical vector indicating whether each component has high kurtosis.
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