Upper percentiles squared mahalanobis distance critical value for test of single multivariate normal in matlab

The following Matlab project contains the source code and Matlab examples used for upper percentiles squared mahalanobis distance critical value for test of single multivariate normal . From the method given by Wilks (1963) and approaching to a F distribution function by the Yang and Lee (1987) formulation, we provide an m-file to get the critical value of the maximun squared Mahalanobis distance to detect outliers from a normal multivariate sample.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
ACR.m 3110
license.txt 1322

SocialTags: