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

Description Details Author(s) References See Also Examples

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 <[email protected]>

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

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

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