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#' Outlier Detection
#'
#' Detect outliers using classical and robust estimates of mahalanobis distance.
#' @param R
#' @param method method to compute robust estimate of location and scalde used
#' in computing the robust mahalanobis distance.
#' @param quantile
#' @export
detectOutliers <- function(R,
method=c("mcd", "m_estimate", "mm_estimate",
"mve", "ogk", "sde", "s_estimate"),
quantile=0.975,
threshold=NULL){
method = match.arg(method)
if(is.null(threshold)){
threshold <- sqrt(qchisq(quantile, ncol(R)))
}
# compute the classical mahalanobis distance estimates
classical_md <- mahalanobis(R, colMeans(R), cov(R))
classical_outliers <- R[which(sqrt(classical_md) > threshold),]
# compute robust estimates of location and scale
cov_rob <- covEstimate(R, method)
robust_md <- mahalanobis(R, cov_rob$object@center, cov_rob$object@cov)
robust_outliers <- R[which(sqrt(robust_md) > threshold),]
structure(list(classical_mahalanobis=classical_md,
robust_mahalanobis=robust_md,
classical_outliers=classical_outliers,
robust_outliers=robust_outliers,
threshold=threshold),
class="outlier_mahalanobis")
}
# need some plot methods for outliers
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