mdatools (version 0.11.5)

ddrobust.param: Calculates critical limits for distance values using Data Driven robust approach

Description

Calculates critical limits for distance values using Data Driven robust approach

Usage

ddrobust.param(U, ncomp, alpha, gamma)

Arguments

U

matrix or vector with distance values

ncomp

number of components

alpha

significance level for extreme objects

gamma

significance level for outliers