constrInResponseDffits: Compute the truncation set in the response after outlier...

Description Usage Arguments Details Value

View source: R/trunc_inf.R

Description

This function computes the matrices Q_i, such that outlier detection using DFFITS is equivalent to \bigcap_{i \in [n]} y^T Q_i y ≥ 0.

Usage

1
constrInResponseDffits(n, p, PX, PXperp, outlier.det, cutoff)

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.

outlier.det,

indexes of detected outliers, can be empty.

cutoff,

the cutoff λ (see details).

Details

Using DFFITS as a heuristic, the i-th data is considered as an outlier if and only if the square of its DFFITS value is larger than λ p/(n-p), where lambda is the user-specified cutoff. Then we can characterize this "detection event" as an intersection of quadratic constraints in the response y by \bigcap_{i \in [n]} y^T Q_i y ≥ 0.

Value

This function returns a list of matrices Q_i.


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