For each continuous cell (i,j), computes the conditional expectation \(E(x_{ij} | x_{i,-j})\) under a robust Gaussian model (estimated via MCD), standardizes the residual, and applies a weight function. This captures multivariate outlier structure that univariate standardization misses.
cellWeightsMCD(X, method = "tukey", alpha = NULL)an n x p numeric matrix of weights in \([0, 1]\)
a data frame or matrix of dimension n x p (continuous columns only)
weight function: "tukey" or "huber",
Default: "tukey"
tuning constant. If NULL, defaults to 4.685 for
Tukey and 1.345 for Huber.
Matthias Templ