stambaugh.distance.plot: Compute Mahalanobis distances for each of the data points and...

Description Usage Arguments Details Author(s)

Description

Compute Mahalanobis distances for each of the data points and plot it against upper 2.5% chi-square quantile

Usage

1
stambaugh.distance.plot(model, level = 0.975)

Arguments

model

fitted models for covariance

level

value between 0 and 1 giving the chi-squared percent point used to compute threshold for juding a point as an outlier

Details

This method takes in fitted models for Stamgaugh Estimator. It then uses the distances computed for each stage and plots it against the upper level% Chi-Square quantile

Author(s)

Rohit Arora


arorar/covmat documentation built on May 10, 2019, 1:48 p.m.