HardinRockeExtensionSimulations-package: Package for replicating the results of Hardin and Rocke...

In christopherggreen/HardinRockeExtension: Replication and Extension of Hardin and Rocke (2005), Cerioli et al. (2009)

Description

Package for replicating the results of Hardin and Rocke (2005) and Green and Martin (2014).

Details

Package:	HardinRockeExtensionSimulations
Type:	Package
Version:	1.0.13
Date:	2015-12-17
License:	GPL-2

The hrSim and hrSimParallel functions use the Hardin and Rocke approximation for the distribution of the MCD to

Author(s)

Written and maintained by Christopher G. Green <[e-mail]>

References

C. G. Green and R. Douglas Martin. An extension of a method of Hardin and Rocke, with an application to multivariate outlier detection via the IRMCD method of Cerioli. Working Paper, 2014. Available from http://students.washington.edu/cggreen/uwstat/papers/cerioli_extension.pdf

J. Hardin and D. M. Rocke. The distribution of robust distances. Journal of Computational and Graphical Statistics, 14:928-946, 2005.

See Also

CerioliOutlierDetection

Examples

  ## Not run: 
      hrSim(p=5,n=50  ,N=5000,B=500)
  
## End(Not run)

christopherggreen/HardinRockeExtension documentation built on May 13, 2019, 7:04 p.m.