R/shidetify.R

In hidetify: Identify Influential Observations in High Dimension

shidetify <- function(x, y, asymvec, alpha)
{

  xquant <- apply(x,2,quantile,asymvec)
  yquant <- quantile(y,asymvec)
  inv_rob_sdx <- 1/apply(x,2,mad)
  rob_sdy <- mad(y)
  df <- length(asymvec)
  n <- nrow(x)
  row_indice <- 1:n
  asymHimMat <- rcpp_shidetify(x, y, xquant, yquant, 
                               inv_rob_sdx, rob_sdy, 
                               asymvec, row_indice)
  vectHim_new <- apply(asymHimMat,1,sum)
  pv_inf <- pchisq(vectHim_new, df=df, lower.tail=FALSE)
  Spv_inf <- sort.int(pv_inf,index.return=TRUE)
  Si <- Spv_inf$ix
  dp <- Spv_inf$x-alpha/n
  
  In <- which(dp<=0)
  ind_index <- 1:n
  dataframe <- data.frame(ind = ind_index, 
                          outlier_ind = rep(0,n))
  if(length(In)>0){
    rin <- max(In)
    inf_set <- ind_index[Si[1:rin]]
    dataframe$outlier_ind[which(dataframe$ind%in%inf_set)] <- 1
  }
  
  dataframe
}