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For $\alpha = 1/2$, h == floor(n+p+1)/2
; for the general
case, it's simply
n2 <- (n+p+1) %/% 2; floor(2*n2 - n + 2*(n-n2)*alpha)
.
h.alpha.n(alpha, n, p)
covMcd
.covMcd
and ltsReg
which are
defined by $h = h(\alpha,n,p)$ and hence both use
h.alpha.n
.n <- c(10:20,50,100)
p <- 5
## show the simple "alpha = 1/2" case:
cbind(n=n, h= h.alpha.n(1/2, n, p), n2p = floor((n+p+1)/2))
## alpha = 3/4 is recommended by some authors :
n <- c(15, 20, 25, 30, 50, 100)
cbind(n=n, h= h.alpha.n(3/4, n, p = 6))
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