dd.crit {mdatools}

Calculates critical limits for distance values using Data Driven moments approach

Description

Calculates critical limits for distance values using Data Driven moments approach

Usage

dd.crit(paramQ, paramT2, alpha = 0.05, gamma = 0.01)

Arguments

paramQ

matrix with parameters for distribution of Q distances

paramT2

matrix with parameters for distribution of T2 distances

alpha

significance level for extreme objects

gamma

significance level for outliers