jm.crit {mdatools}

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)

Arguments

residuals

matrix with PCA residuals

eigenvals

vector with eigenvalues for PCA components

alpha

significance level for extreme objects

gamma

significance level for outliers

Value

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