Computes the leverage of each observation, in the PC score matrix (U). Optionally can identify the outliers.
out_measures.leverage(U, median_cutoff = NA)
U | An n x Q matrix of PC scores. |
---|---|
median_cutoff | The outlier cutoff, in multiples of the median leverage.
Default: |
A list with entries "meas"
(the leverage values),
"cut"
(the leverage cutoff value) and
"flag"
(logical vector indicating the outliers). If
!is.null(median_cutoff)
, all entries except "meas"
are omitted.