jm.crit | R Documentation |
Calculate critical limits for distance values using Jackson-Mudholkar approach
jm.crit(residuals, eigenvals, alpha = 0.05, gamma = 0.01)
residuals |
matrix with PCA residuals |
eigenvals |
vector with eigenvalues for PCA components |
alpha |
significance level for extreme objects |
gamma |
significance level for outliers |
vector with four values: critical limits for given alpha and gamma, mean distance and DoF.
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