hr05CutoffMvnormal <-
#
# corrected cutoff values, degrees of freedom, etc.
# from Hardin Rocke 2005 paper
# assumes MCD subset comes from MV normal
#
# Author: Christopher G. Green
# Date: 2010-02-05
#
function( n.obs, p.dim,
mcd.alpha=max.bdp.mcd.alpha(n.obs, p.dim), signif.alpha=0.05,
method=c("GM14","HR05"), use.consistency.correction=FALSE )
{
method <- match.arg(method)
ch99 <- ch99AsymptoticDF( n.obs, p.dim, mcd.alpha )
# use hardin and rocke 2005 results or my simulated versions
# to get predicted degrees of freedom value
m.pred <- hr05AdjustedDF(n.obs=n.obs, p.dim=p.dim,
mcd.alpha=mcd.alpha, m.asy=ch99$m.hat.asy, method=method)
cutoff.pred <- hr05CriticalValue(m.pred ,p.dim,signif.alpha)
cutoff.asy <- hr05CriticalValue(ch99$m.hat.asy,p.dim,signif.alpha)
if ( use.consistency.correction ) {
cutoff.pred <- cutoff.pred * ch99$c.alpha
cutoff.asy <- cutoff.asy * ch99$c.alpha
}
list( cutoff.pred = cutoff.pred, cutoff.asy = cutoff.asy,
c.alpha = ch99$c.alpha, m.asy = ch99$m.hat.asy, m.pred = m.pred,
n = n.obs, p = p.dim )
}
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