R/rmaha.R

rmaha <-
function(x)
{
# Produces robust Mahalanobis distances (scaled for normal data).
	p <- dim(x)[2]
	out <- cov.mcd(x)
	center <- out$center
	cov <- out$cov
	rd <- mahalanobis(x, center, cov)
	const <- sqrt(qchisq(0.5, p))/median(rd)
	return(const * sqrt(rd))
}
musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.