p-quantiles of the Hardin and Rocke (2005) scaled F distribution for squared Mahalanobis distances based on raw MCD covariance estimators
qHardRoqF(p, nobs, nvar, h=floor((nobs+nvar+1)/2), adj=TRUE,
lower.tail=TRUE, log.p=FALSE)
The quantile of the appropriate scaled F distribution.
Vector of probabilities.
Number of observations used in the computation of the raw MCD Mahalanobis squared distances.
Number of variables used in the computation of the raw MCD Mahalanobis squared distances.
Number of observations kept in the computation of the raw MCD estimate.
logical; if TRUE (default) returns the quantile of the adjusted distribution. Otherwise returns the quantile of the asymptotic distribution.
logical; if TRUE (default), probabilities are P(X <= x) otherwise, P(X > x)
logical; if TRUE, probabilities p are given as log(p).
Hardin, J. and Rocke, A. (2005), The Distribution of Robust Distances.
Journal of Computational and Graphical Statistics 14, 910--927.
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