moutlier1 1.0 |
Date Added: May 15, 2013 | Visits: 342 |
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This test is based on the Wilks'method (1963) designed for detection of a single outlier from a normal multivariate sample and approaching the maximun squared Mahalanobis distance to a F distribution function by the Yang and Lee (1987) formulation. A significative squared Mahalanobis distance means an outlier. To test the outlier, this function calls to the zipped ACR m-function.Inputs: X - multivariate data matrix. alpha - significance level (default = 0.05).Output: - Table of outliers detected in a multivariate sample.
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License: Shareware | Size: 10 KB |
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