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2004 May 26
0
Outlier identification according to Hardin & Rocke (1999)
...istribution of Robust Distances"
# http://handel.cipic.ucdavis.edu/~dmrocke/Robdist5.pdf
# See: Hardin & Rocke (2002), "Outlier Detection in the Multiple Cluster
# Setting Using the Minimum Covariance Determinant Estimator"
# http://bioinfo.cipic.ucdavis.edu/publications/print_pub?pub_id=736&category=1
# Drop factors first
factors <- names(x)[sapply(x,is.factor)]
if(length(factors)>0)
x <- x[-factors]
# Get the robust location/scale estimates
require(MASS)
covResult <- cov.rob(x)
# Calculate the mahalanobis distance for each datum...