Estimates the parameters of the F distribution of MCD distances.

Source: R/utils.R

This estimates the parameters c and m required to determine the distribution of robust MCD distances as derived by Hardin and Rocke (2005), The Distribution of Robust Distances.

fit.F(Q, n, h)

Arguments

Q

The number of variables in dataset used to compute MCD distances.
n

The total number of observations.
h

The number of observations included in estimation of MCD center and scale.

Value

A list containing the estimated F distribution's c, m, and df.