Computes the leverage of each observation, in the PC score matrix (U). Optionally can identify the outliers.

out_measures.leverage(U, median_cutoff = NA)

Arguments

U

An n x Q matrix of PC scores.

median_cutoff

The outlier cutoff, in multiples of the median leverage. Default: NA (do not compute outliers).

Value

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.