constrInResponseCookSeq: Compute the truncation set in the response after SEQUENTIAL...

Description Usage Arguments Details Value

View source: R/trunc_inf.R

Description

This function computes the matrices Q_i, such that sequential outlier detection using Cook's distance is equivalent to \bigcap_{i \in I} y^T Q_i y ≥ 0.

Usage

1
constrInResponseCookSeq(n, p, PX, PXperp, obs.ordered, numOfOutlier)

Arguments

n,

the number of observations.

p,

the number of variables, including the intercept.

PX,

the projection matrix onto the column space of the design matrix X.

PXperp,

I - PX.

obs.ordered,

the index of observations with their cook's distance in the decreasing order.

numOfOutlier,

the number of outliers assumed, must be between 0 and n.

Details

Using Cook's distance sequentially and assume there are k outliers, the i-th data is considered as an outlier if and only if its Cook's distance ranks in top-k among all, Then we can characterize this "detection event" as an intersection of quadratic constraints in the response y by \bigcap_{i \in I} y^T Q_i y ≥ 0, where I is a finite index set.

Value

This function returns a list of matrices Q_i.


shuxiaoc/outference documentation built on Dec. 5, 2017, 3:48 a.m.