prcout: PCA-based outlier detection

Description Usage Arguments Value

Description

Takes a matrix of samples x measurements and looks for outliers in the two first principal components of the data as defined by mahalanobis distance to the center of the data in number of standard deviations

Usage

1
prcout(x, prob = 0.01)

Arguments

x

a numerical matrix with samples by row, measurements by column

prob

How unlikely should a data point at least be in order to not be considered part of the "center mass" of the data. Translated to k in Chebyshev's inequality P(|Z| >= k) =< 1/k^2 and applied to the two first PCs.

Value

an object of class prcout


3inar/nowaclean documentation built on May 5, 2019, 10:44 a.m.