Computes asymptotically, the factors for F approximation cutoff for (MCD) robust mahalanobis distances according to Hardin and Rocke (2005) tools:::Rd_expr_doi("10.1198/106186005X77685").
hardin_factor_numeric(n, dimension)Returns a list containing:
then estimated value of
\(c(m-p+1)/(pm)\) based on n and dimension.
the value of \(F_{p, m-p+1}\).
A numeric value indicating the number of observations of the data.
A numeric value indicating the number of variables of the data.
This function computes the two factors needed for the determining an appropriate cutoff for robust mahalanobis distances computed using the MCD method.
The F approximation according to Hardin and Rocke (2005) tools:::Rd_expr_doi("10.1198/106186005X77685")
is given by: $$c(m-p+1)/(pm) * RMD^2 ~ F_{p, m-p+1}$$ where \(m\) is a parameter for finding the degree of freedom of the
\(F\) distribution, \(c\) is a scaling constant and \(p\) is the dimension. The first factor
returned by this function (factor1) is \(c(m-p+1)/(pm)\) and the second factor (factor2) is \(F_{p, m-p+1}\).
Hardin, J., and Rocke, D. M. (2005). The distribution of robust distances. Journal of Computational and Graphical Statistics, 14(4), 928-946.