CompRobustDist:

In musto101/wilcox_R: What the package does (short line)

Usage

CompRobustDist(data, r, out, classic)

Arguments

data
r
out
classic

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (data, r, out, classic) 
{
    n <- nrow(data)
    p <- ncol(data)
    out$sd <- sqrt(mahalanobis(out$T, center = rep(0, length = ncol(out$T)), 
        cov = diag(x = out$L, nrow = length(out$L))))
    out$cutoff$sd <- sqrt(qchisq(0.975, out$k))
    XRc <- data - matrix(data = rep(out$M, times = n), nrow = n, 
        ncol = p, byrow = T)
    Xtilde <- out$T %*% t(out$P)
    Rdiff <- XRc - Xtilde
    out$od <- vector(mode = "numeric", length = n)
    if (is.list(dimnames(out$T))) {
        names(out$od) <- dimnames(out$T)[[1]]
    }
    out$od <- apply(Rdiff, 1, vecnorm)
    if (out$k != r) {
        ms <- unimcd(out$od^(2/3), quan = out$h)
        out$cutoff$od <- sqrt(qnorm(0.975, ms$tmcd, ms$smcd)^3)
        out$flag <- (out$od <= rep(x = out$cutoff$od, times = length(out$od))) & 
            (out$sd <= rep(x = out$cutoff$sd, times = length(out$sd)))
    }
    else {
        out$cutoff$od <- 0
        out$flag <- out$sd <= rep(x = out$cutoff$sd, times = length(out$sd))
    }
    if (classic == 0) {
        out$classic <- 0
    }
    out$class <- "ROBPCA"
    return(out)
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.