QQ-plot of (squared) Mahalanobis distances vs. scaled F-distribution (or a scaled chisquare distribution).
In addition, two default cutpoints are proposed.
Usage
PlotMD(dist, p, alpha = 0.95, chisquare = FALSE)
Value
hmed
first proposed cutpoint based on F-distribution
halpha
second proposed cutpoint (alpha-quantile)
QQ-plot
Arguments
dist
a vector of Mahalanobis distances.
p
the number of variables involved in the Mahalanobis distances.
alpha
a probability for cut-off, usually close to 1.
chisquare
a logical indicating the the chisquare distribution should be used instead of the F-distribution.
Author
Beat Hulliger
Details
Scaling of the F-distribution as median(dist)*qf((1:n)/(n+1), p, n-p)/qf(0.5, p, n-p).
First default cutpoint is median(dist)*qf(alpha, p, n-p)/qf(0.5, p, n-p) and the second default
cutpoint is the alpha quantile of the Mahalanobis distances.
References
Little, R. & Smith, P. (1987) Editing and imputation for quantitative survey data,
Journal of the American Statistical Association, 82, 58-68