# sign2 {mvoutlier}

### Description

Fast algorithm for identifying multivariate outliers in high-dimensional and/or large datasets, using spatial signs, see Filzmoser, Maronna, and Werner (CSDA, 2007). The computation of the distances is based on principal components.

### Usage

sign2(x, makeplot = FALSE, explvar = 0.99, qcrit = 0.975, ...)

### Arguments

- x
- a numeric matrix or data frame which provides the data for outlier detection
- makeplot
- a logical value indicating whether a diagnostic plot should be generated (default to FALSE)
- explvar
- a numeric value between 0 and 1 indicating how much variance should be covered by the robust PCs (default to 0.99)
- qcrit
- a numeric value between 0 and 1 indicating the quantile to be used as critical value for outlier detection (default to 0.975)
- ...
- additional plot parameters, see help(par)

### Details

Based on the robustly sphered and normed data, robust principal components are computed which are needed for determining distances for each observation. The distances are transformed to approach chi-square distribution, and a critical value is then used as outlier cutoff.

### Values

- wfinal01
- 0/1 vector with final weights for each observation; weight 0 indicates potential multivariate outliers.
- x.dist
- numeric vector with distances used for outlier detection.
- const
- outlier cutoff value.

### References

P. Filzmoser, R. Maronna, M. Werner. Outlier identification in high dimensions, *Computational Statistics and Data Analysis*, 52, 1694--1711, 2008.

N. Locantore, J. Marron, D. Simpson, N. Tripoli, J. Zhang, and K. Cohen. Robust principal components for functional data, *Test* 8, 1-73, 1999.

### See Also

`pcout`

, `sign1`

### Examples

# geochemical data from northern Europe data(bsstop) x=bsstop[,5:14] # identify multivariate outliers x.out=sign2(x,makeplot=FALSE) # visualize multivariate outliers in the map op <- par(mfrow=c(1,2)) data(bss.background) pbb(asp=1) points(bsstop$XCOO,bsstop$YCOO,pch=16,col=x.out$wfinal01+2) title("Outlier detection based on signout") legend("topleft",legend=c("potential outliers","regular observations"),pch=16,col=c(2,3)) # compare with outlier detection based on MCD: x.mcd <- robustbase::covMcd(x) pbb(asp=1) points(bsstop$XCOO,bsstop$YCOO,pch=16,col=x.mcd$mcd.wt+2) title("Outlier detection based on MCD") legend("topleft",legend=c("potential outliers","regular observations"),pch=16,col=c(2,3)) par(op)

Documentation reproduced from package mvoutlier, version 2.0.6. License: GPL (>= 3)