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mdatools (version 0.14.2)

jm.crit: Calculate critical limits for distance values using Jackson-Mudholkar approach

Description

Calculate critical limits for distance values using Jackson-Mudholkar approach

Usage

jm.crit(residuals, eigenvals, alpha = 0.05, gamma = 0.01)

Value

vector with four values: critical limits for given alpha and gamma, mean distance and DoF.

Arguments

residuals

matrix with PCA residuals

eigenvals

vector with eigenvalues for PCA components

alpha

significance level for extreme objects

gamma

significance level for outliers