data(lmom32)
# plot a matrix of scatterplots
pairs(lmom32,
main="Hosking and Wallis Data Set, Table 3.3",
pch=21,
bg=c("red", "green3", "blue"))
mcd<-CovMcd(lmom32)
mcd
plot(mcd, which="dist", class=TRUE)
plot(mcd, which="dd", class=TRUE)
## identify the discordant sites using robust distances and compare
## to the classical ones
mcd <- CovMcd(lmom32)
rd <- sqrt(getDistance(mcd))
ccov <- CovClassic(lmom32)
cd <- sqrt(getDistance(ccov))
r.out <- which(rd > sqrt(qchisq(0.975,3)))
c.out <- which(cd > sqrt(qchisq(0.975,3)))
cat("Robust: ", length(r.out), " outliers: ", r.out,"\n")
cat("Classical: ", length(c.out), " outliers: ", c.out,"\n")
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