R: Compute h, the subsample size for MCD and LTS

h.alpha.n {robustbase} | R Documentation

## Compute h, the subsample size for MCD and LTS

### Description

Compute h(alpha) which is the size of the subsamples to be used for MCD and LTS. Given alpha, n and p, h is an integer, h ~= alpha*n, where the exact formula also depends on p.

For α = 1/2, `h == floor(n+p+1)/2`; for the general case, it's simply `n2 <- (n+p+1) %/% 2; floor(2*n2 - n + 2*(n-n2)*alpha)`.

### Usage

    h.alpha.n(alpha, n, p)

### Arguments

`alpha` | fraction, numeric (vector) in [0.5, 1], see, e.g., `covMcd`.
`n` | integer (valued vector), the sample size.
`p` | integer (valued vector), the dimension.

### Value

numeric vector of h(α, n,p); when any of the arguments of length greater than one, the usual R arithmetic (recycling) rules are used.

### See Also

`covMcd` and `ltsReg` which are defined by h = h(α,n,p) and hence both use `h.alpha.n`.

### Examples

    n <- c(10:20,50,100)
    p <- 5
    ## show the simple "alpha = 1/2" case:
    cbind(n=n, h= h.alpha.n(1/2, n, p), n2p = floor((n+p+1)/2))

    ## alpha = 3/4 is recommended by some authors :
    n <- c(15, 20, 25, 30, 50, 100)
    cbind(n=n, h= h.alpha.n(3/4, n, p = 6))

[Package robustbase version 0.93-6 Index]