Nothing
GIMCD <-
function(data, alpha=0.05, seedem, seedmcd)
# runs em and then mcd
# Beat Hulliger, 2007
# 30.10.2015: control of seed for mcd
{
############ Computation time start ############
#
calc.time <- proc.time()
if (missing(seedem)) seedem <- 23456789
rngseed(seedem)
if (!is.matrix(data)) data<-as.matrix(data)
if (alpha<0.5) alpha<-1-alpha
s <- prelim.norm(data)
thetahat <- em.norm(s, showits=FALSE)
imp.data <- imp.norm(s, thetahat, data)
# MCD algorithm
if (!missing(seedmcd)) set.seed(seedmcd)
MCD.cov<-cov.mcd(imp.data)
dist <-mahalanobis(imp.data, MCD.cov$center, MCD.cov$cov)
n<-nrow(data)
p<-ncol(data)
cutpoint <- qf(alpha, p, n-p)*median(dist)/qf(0.5, p, n-p)
outind<-(dist > cutpoint)
#
############ Computation time stop ############
#
calc.time <- proc.time() - calc.time
#
############ Results ############
#
cat("GIMCD has detected", sum(outind), "outliers in", calc.time, "seconds.")
return(list(center=MCD.cov$center, scatter=MCD.cov$cov,
alpha=1-alpha, computation.time = calc.time[1],
cutpoint = cutpoint,
outind=outind, dist=dist))
}
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