# FSRB

FSRB gives an automatic outlier detection procedure in Bayesian linear regression

## Syntax

• out=FSRB(y,X)example
• out=FSRB(y,X,Name,Value)example

## Description

 out =FSRB(y, X) FSRB with all default options.

 out =FSRB(y, X, Name, Value) FSRB with optional arguments.

## Examples

expand all

### FSRB with all default options.

Common part to the first examples: load Houses Price Dataset.

    load hprice.txt;
n=size(hprice,1);
y=hprice(:,1);
X=hprice(:,2:5);
out=FSRB(y,X);


### FSRB with optional arguments.

    load hprice.txt;
n=size(hprice,1);
y=hprice(:,1);
X=hprice(:,2:5);
% set \beta components
beta0=0*ones(5,1);
beta0(2,1)=10;
beta0(3,1)=5000;
beta0(4,1)=10000;
beta0(5,1)=10000;

% \tau
s02=1/4.0e-8;
tau0=1/s02;

% R prior settings
R=2.4*eye(5);
R(2,2)=6e-7;
R(3,3)=.15;
R(4,4)=.6;
R(5,5)=.6;
R=inv(R);

% define a Bayes structure with previous data
n0=5;
bayes=struct;
bayes.R=R;
bayes.n0=n0;
bayes.beta0=beta0;
bayes.tau0=tau0;
intercept=1;

% function call
out=FSRB(y,X,'bayes',bayes,'msg',0,'plots',1,'init',round(n/2),'intercept', intercept)

out =

struct with fields:

ListOut: [1×18 double]
outliers: [1×18 double]
mdr: [273×2 double]
Un: [273×11 double]
nout: [2×5 double]
beta: [5×1 double]
scale: 1.4951e+04
class: 'FSRB'



### Example on Fishery dataset (analysis with intercept).

nsamp is the number of subsamples to use in the frequentist analysis of first year, in order to find initial subset using LMS.

    close all
nsamp=3000;
% threshold to be used to increase susbet of good units
threshold=300;
bonflev=0.99; % Bonferroni confidence level to be used for first year
bonflevB=0.99; % Bonferroni confidence level to be used for subsequent years

y02=Fishery2002(:,3);
X02=Fishery2002(:,2);

n02=length(y02);
seq02=1:n02;

% frequentist Forward Search, 1st year
[out02]=FSR(y02,X02,'nsamp',nsamp,'plots',1,'msg',0,'init',round(n02*3/4),'bonflev',bonflev);

% In what follows
% g stands for good units
% i stand for intermediate units (i.e. units whose raw residual is smaller
% than threshold)
% o stands for outliers
% gi stands for good +intermediate units

% u02g = good units
% n02g = number of good units
u02g=setdiff(seq02,out02.ListOut);
n02g=length(u02g);

X02g=[ones(length(u02g),1) X02(u02g,:)];
y02g=y02(u02g);
% b02g = regression coefficients just using g units
b02g=X02g\y02g;
% res02 = squared raw residuals for all units using b02g
res02=(y02-[ones(length(X02),1) X02]*b02g).^2;
res02o=res02(out02.ListOut);
% sel= boolean vector which is true for the intermediate units
% (units whose squared residual is below the threshold)
sel=res02o<threshold^2;
% u02i = vector containing intermediate units (that is outliers whose
% residual is smaller than threshold)
u02i=out02.ListOut(sel);
% u02o = vector containing outliers whose residual is out of the threshold
u02o=out02.ListOut(~sel);
% u02gi = g + i units
if ~isempty(u02i)
u02gi=[u02g u02i];
else
u02gi=u02g;
end
% n02gi = number of good + intermediate units
n02gi=length(u02gi);

% plotting section
hold('off')
% good units, plotted as (+)
plot(X02(u02g)',y02(u02g)','Marker','+','LineStyle','none','Color','b')
hold('on')
% intermediate units plotted as (X)
plot(X02(u02i)',y02(u02i)','Marker','X','MarkerSize',9,'LineWidth',2,'LineStyle','none','Color','m')

% outliers, plotted as (O)
plot(X02(u02o)',y02(u02o)','Marker','o','LineStyle','none','Color','r')
xlabel('Quantity');
ylabel('Price');
title('Frequentist - 2002');

% S202gi = estimated of sigma^2 using g+i units
S202gi=sum(res02(u02gi))/(n02gi-2);

% X02gi = X matrix referred to good + intermediate units
X02gi=[ones(n02gi,1) X02(u02gi,:)];
% y02gi = y vector referred to good + intermediate units
y02gi=y02(u02gi);

% bayes = structure which contains prior information to be used in year
% 2003
bayes=struct;
bayes.beta0=b02g; % beta prior is beta based on g units
tau0=1/S202gi; % tau0 is based on g + i units
bayes.tau0=tau0;
R=X02g'*X02g; % R is based on g units
bayes.n0=n02gi; % n0 is based on g + i units
bayes.R=R;

% 2003
y03=Fishery2003(:,3);
X03=Fishery2003(:,2);
n03=length(y03);
seq03=1:n03;

% Bayesian Forward Search, 2nd year
out03=FSRB(y03,X03,'bayes',bayes,'msg',0,'plots',1,'init',round(n03/2),'bonflev',bonflevB);

u03g=setdiff(seq03,out03.ListOut);
n03g=length(u03g);

% compute beta coefficient for year 2003 just using good units
X03g=[ones(n03g,1) X03(u03g,:)];
y03g=y03(u03g);
b03g=X03g\y03g;

res03=(y03-[ones(length(X03),1) X03]*b03g).^2;
res03o=res03(out03.ListOut);
sel=res03o<threshold^2;
% u03i = units to add to the good units subset (intermediate units)
u03i=out03.ListOut(sel);
% u03o =  outliers out of the threshold
u03o=out03.ListOut(~sel);
if ~isempty(u03i)
u03gi=[u03g u03i];
else
u03gi=u03g;
end
n03gi=length(u03gi);
X03gi=[ones(n03gi,1) X03(u03gi,:)];
y03gi=y03(u03gi,:);

% plotting section
hold('off')
% good units, plotted as (+)
plot(X03(u03g)',y03(u03g)','Marker','+','LineStyle','none','Color','b')
hold('on')
% units below the threshold, plotted as (X)
plot(X03(u03i)',y03(u03i)','Marker','X','MarkerSize',9,'LineWidth',2,'LineStyle','none','Color','m')

% outliers, plotted as (O)
plot(X03(u03o)',y03(u03o)','Marker','o','LineStyle','none','Color','r')
set(gca,'FontSize',14)
xlabel('QUANTITY in tons')
ylabel('VALUE in 1000 euro')
title('2003');

% Definition of bayes structure (based on 2002 and 2003)
bayes=struct;
X02gX03g=[X02g; X03g];
y02gy03g=[y02g; y03g];
n02gn03g=n02g+n03g;
% b0203g prior estimate of beta for year 2004 is computed using good units
% for years 2002 and 2003
b0203g=X02gX03g\y02gy03g;

bayes.beta0=b0203g;
% R is just referred to good units for years 2002 and 2003
R=X02gX03g'*X02gX03g;
bayes.R=R;
% n0 is referred to g + i units in 2002 and 2003
bayes.n0=n02gi+n03gi;

X02giX03gi=[X02gi; X03gi];
y02giy03gi=[y02gi; y03gi];
% n02gin03gi = number of g+i units in 2002 and 2003
n02gin03gi=n02gi+n03gi;

% res = residuals for g+i units using b0203g
res=y02giy03gi-X02giX03gi*b0203g;
S203gi=sum(res.^2)/(n02gin03gi-2);
% estimate of tau is based on g + i units
tau0=1/S203gi;
bayes.tau0=tau0;

y04=Fishery2004(:,3);
X04=Fishery2004(:,2);
n04=length(y04);
seq04=1:n04;

% Bayesian Forward Search, 3rd year
out04=FSRB(y04,X04,'bayes',bayes,'msg',0,'plots',1,'init',round(n04/2),'bonflev',bonflevB);

u04g=setdiff(seq04,out04.ListOut);
n04g=length(u04g);

X04g=[ones(n04g,1) X04(u04g,:)];
y04g=y04(u04g);
% b04g = beta based on good units for year 2004
b04g=X04g\y04g;

res04=(y04-[ones(length(X04),1) X04]*b04g).^2;
% res04o squared residuals for the tentative outliers
res04o=res04(out04.ListOut);
% we keep statistical units below the threshold
sel=res04o<threshold^2;
% u04i = units to add to the good units subset (intermediate units)
u04i=out04.ListOut(sel);
% u04o = units outliers out of the threshold
u04o=out04.ListOut(~sel);
if ~isempty(u04i)
u04gi=[u04g u04i];
else
u04gi=u04g;
end
n04gi=length(u04gi);

% plotting section
hold('off')
% good units, plotted as (+)
plot(X04(u04g)',y04(u04g)','Marker','+','LineStyle','none','Color','b')
hold('on')
% units below the treshold, plotted as (X)
plot(X04(u04i)',y04(u04i)','Marker','X','MarkerSize',9,'LineWidth',2,'LineStyle','none','Color','m')

% outliers, plotted as (O)
plot(X04(u04o)',y04(u04o)','Marker','o','LineStyle','none','Color','r')
set(gca,'FontSize',14)
xlabel('QUANTITY in tons')
ylabel('VALUE in 1000 euro')

% frequentist Forward Search, 3rd year
out04=FSR(y04,X04,'nsamp',nsamp,'plots',1,'msg',0,'init',round(n04/2),'bonflev',bonflev);
xlabel('QUANTITY in tons')
ylabel('VALUE in 1000 euro')
title('Frequentist - 2004');



### Example on Fishery dataset (analysis without the intercept).

    close all
% nsamp is the number of subsamples to use in the frequentist analysis of first
% year, in order to find initial subset using LMS.
nsamp=3000;
% threshold to be used to increase susbet of good units
threshold=300;
bonflev=0.99; % Bonferroni confidence level

y02=Fishery2002(:,3);
X02=Fishery2002(:,2);

n02=length(y02);
seq02=1:n02;

% frequentist Forward Search, 1st year (regression without intercept)
[out02]=FSR(y02,X02,'intercept',0,'nsamp',nsamp,'plots',1,'msg',0,'init',round(n02*3/4),'bonflev',bonflev);

% In what follows
% g stands for good units
% i stand for intermediate units (i.e. units whose raw residual is smaller
% than threshold)
% o stands for outliers
% gi stands for good +intermediate units

% u02g = good units
% n02g = number of good units
u02g=setdiff(seq02,out02.ListOut);

X02g=X02(u02g,:);
y02g=y02(u02g);
% b02g = regression coefficients just using g units
% Note that b02g is a scalar because the intercept has not been added
b02g=X02g\y02g;
% res02 = squared raw residuals for all units using b02g
res02=(y02-X02*b02g).^2;
res02o=res02(out02.ListOut);
% sel= boolean vector which is true for the intermediate units
% (units whose squared residual is below the threshold)
sel=res02o<threshold^2;
% u02i = vector containing intermediate units (that is outliers whose
% residual is smaller than threshold)
u02i=out02.ListOut(sel);
% u02gi = g + i units
if ~isempty(u02i)
u02gi=[u02g u02i];
else
u02gi=u02g;
end
% n02gi = number of good + intermediate units
n02gi=length(u02gi);

% S202gi = estimated of sigma^2 using g+i units
S202gi=sum(res02(u02gi))/(n02gi-1);

% bayes = structure which contains prior information to be used in year
% 2003
bayes=struct;
bayes.beta0=b02g; % beta prior is beta based on g units
tau0=1/S202gi; % tau0 is based on g + i units
bayes.tau0=tau0;
R=X02g'*X02g; % R is based on g units
bayes.n0=n02gi; % n0 is based on g + i units
bayes.R=R;

% 2003
y03=Fishery2003(:,3);
X03=Fishery2003(:,2);
n03=length(y03);

% Run Bayesian Forward Search for the 2nd year using the prior based on
% the first year.
out03=FSRB(y03,X03,'bayes',bayes,'msg',0,'plots',1,'init',round(n03/2),'bonflev',bonflev,'intercept',0);


### Outlier detection for Bank-Profit data.

    XX=load('BankProfit.txt');

X=XX(:,1:end-1);
y=XX(:,end);
beta0=zeros(10,1);
beta0(1,1)=-0.5;
beta0(2,1)=9.1;         % Number of products (NUMPRO)
beta0(3,1)=0.001;       % direct revenues  (DIRREV)
beta0(4,1)=0.0002;      % indirect revenues   (INDREV)
beta0(5,1)=0.002;       %  savings accounts   SAVACC
beta0(6,1)=0.12;        %  number of operations   NUMOPE
beta0(7,1)=0.0004;      %  total amount of operations  TOTOPE
beta0(8,1)=-0.0004;     %  Bancomat POS
beta0(9,1)=1.3;         %  Number of cards   NUMCAR
beta0(10,1)=0.00004;    %  Amount in cards   TOTCAR

% \tau
s02=10000;
tau0=1/s02;

% number of obs in which prior was based
n0=1500;

bayes=struct;
bayes.R=R;
bayes.n0=n0;
bayes.beta0=beta0;
bayes.tau0=tau0;
intercept=1;
n=length(y);

out=FSRB(y,X,'bayes',bayes,'msg',1,'plots',1,...
'init',round(n/2),'xlim',[1700 1905],'ylim',[2 4]);

%% Plot the outliers with a different symbol using a 3x3 layout
selout=out.ListOut;
selin=setdiff(1:n,selout);

close all
% just in case user has additional function subtightplot
% http://www.mathworks.com/matlabcentral/fileexchange/39664-subtightplot
make_it_tight = false;
if make_it_tight == true && exist('subtightplot','file') ==2
subplot = @(m,n,p) subtightplot (m, n, p, [0.05 0.025], [0.1 0.01], [0.1 0.01]);
else
clear subplot;
end
% sel = panels in which yticks do not have to be removed
sel=[1 4 7];
miny=min(y);
maxy=max(y);
for j=1:9
subplot(3,3,j)
hold('on')
plot(X(selin,j),y(selin),'+')
plot(X(selout,j),y(selout),'ro')

ylim([miny maxy])
xlim([min(X(:,j)) max(X(:,j))])
if isempty(intersect(j,sel))
set(gca,'YTickLabel','')
end
% Add on the plot the variable name
text(0.75,0.1,['x' num2str(j)],'Units','normalized','FontSize',16)
end

Observed curve of r_min is at least 10 times greater than 99.99% envelope
--------------------------------------------------
-------------------------
Signal detection loop
Tentative signal in central part of the search: step m=1830 because
rmin(1830,1903)>99.999%
-------------------
Signal validation exceedance of upper envelopes
Validated signal
-------------------------------
Start resuperimposing envelopes from step m=1829
Superimposition stopped because r_{min}(1851,1859)>99.9% envelope
Subsample of 1858 units is homogeneous
----------------------------
Final output
Number of units declared as outliers=45
Summary of the exceedances
1          99         999        9999       99999
838          77          76          73          73



## Plot the outliers with a different symbol using a 3x3 layout

    selout=out.ListOut;
selin=setdiff(1:n,selout);

close all
% just in case user has additional function subtightplot
% http://www.mathworks.com/matlabcentral/fileexchange/39664-subtightplot
make_it_tight = false;
if make_it_tight == true && exist('subtightplot','file') ==2
subplot = @(m,n,p) subtightplot (m, n, p, [0.05 0.025], [0.1 0.01], [0.1 0.01]);
else
clear subplot;
end
% sel = panels in which yticks do not have to be removed
sel=[1 4 7];
miny=min(y);
maxy=max(y);
for j=1:9
subplot(3,3,j)
hold('on')
plot(X(selin,j),y(selin),'+')
plot(X(selout,j),y(selout),'ro')

ylim([miny maxy])
xlim([min(X(:,j)) max(X(:,j))])
if isempty(intersect(j,sel))
set(gca,'YTickLabel','')
end
% Add on the plot the variable name
text(0.75,0.1,['x' num2str(j)],'Units','normalized','FontSize',16)
end


## Input Arguments

### y — Response variable. Vector.

Response variable, specified as a vector of length n1, where n1 is the number of observations. Each entry in y is the response for the corresponding row of X.

Missing values (NaN's) and infinite values (Inf's) are allowed, since observations (rows) with missing or infinite values will automatically be excluded from the computations.

Data Types: single| double

### X — Predictor variables. Matrix.

Matrix of explanatory variables (also called 'regressors') of dimension n1 x (p-1) where p denotes the number of explanatory variables including the intercept.

Rows of X represent observations, and columns represent variables. By default, there is a constant term in the model, unless you explicitly remove it using input option intercept, so do not include a column of 1s in X. Missing values (NaN's) and infinite values (Inf's) are allowed, since observations (rows) with missing or infinite values will automatically be excluded from the computations.

Remark: note that here we use symbol n1 instead of traditional symbol n because we want to better separate sample information coming from n1 values to prior information coming from n0 previous experiments.

Data Types: single| double

### Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as  Name1,Value1,...,NameN,ValueN.

Example:  'intercept',1 , bayes=struct;bayes.R=R;bayes.n0=n0;bayes.beta0=beta0;bayes.tau0=tau0; , 'plots',1 , 'init',100 starts monitoring from step m=100 , 'nocheck',1 , 'bivarfit',2 , 'multivarfit','1' , 'labeladd','1' , 'nameX',{'NameVar1','NameVar2'} , 'namey','NameOfResponse' , 'bonflev',0.99 , 'msg',1 

### intercept —Indicator for constant term.scalar.

If 1, a model with constant term will be fitted (default), else no constant term will be included.

Example:  'intercept',1 

Data Types: double

### bayes —Prior information.structure.

It contains the following fields

Value Description
beta0

p-times-1 vector containing prior mean of \beta

R

p-times-p positive definite matrix which can be interpreted as X0'X0 where X0 is a n0 x p matrix coming from previous experiments (assuming that the intercept is included in the model.

The prior distribution of $\tau_0$ is a gamma distribution with parameters $a_0$ and $b_0$, that is

$p(\tau_0) \propto \tau^{a_0-1} \exp (-b_0 \tau) \qquad E(\tau_0) = a_0/b_0$

tau0

scalar. Prior estimate of $\tau=1/ \sigma^2 =a_0/b_0$

n0

scalar. Sometimes it helps to think of the prior information as coming from n0 previous experiments.

Therefore we assume that matrix X0 (which defines R), was made up of n0 observations.

REMARK if structure bayes is not supplied the default values which are used are.

beta0= zeros(p,1): Vector of zeros.

R=eye(p): Identity matrix.

tau0=1/1e+6: Very large value for the prior variance, that is a very small value for tau0.

n0=1: just one prior observation.

$\beta$ is assumed to have a normal distribution with mean $\beta_0$ and (conditional on $\tau_0$) covariance $(1/\tau_0) (X_0'X_0)^{-1}$.

$\beta \sim N( \beta_0, (1/\tau_0) (X_0'X_0)^{-1} )$

Example:  bayes=struct;bayes.R=R;bayes.n0=n0;bayes.beta0=beta0;bayes.tau0=tau0; 

Data Types: double

### plots —Plot on the screen.scalar.

If plots=1 (default) the plot of minimum deletion residual with envelopes based on n observations and the scatterplot matrix with the outliers highlighted is produced.

If plots=2 the user can also monitor the intermediate plots based on envelope superimposition.

Else no plot is produced.

Example:  'plots',1 

Data Types: double

### init —Search initialization.scalar.

scalar which specifies the initial subset size to start monitoring exceedances of minimum deletion residual, if init is not specified it set equal to:

p+1, if the sample size is smaller than 40;

min(3*p+1,floor(0.5*(n+p+1))), otherwise.

Example:  'init',100 starts monitoring from step m=100 

Data Types: double

### nocheck —Check input arguments.scalar.

If nocheck is equal to 1 no check is performed on matrix y and matrix X. Notice that y and X are left unchanged. In other words the additional column of ones for the intercept is not added. As default nocheck=0.

Example:  'nocheck',1 

Data Types: double

### bivarfit —Superimpose bivariate least square lines.character.

This option adds one or more least square lines, based on SIMPLE REGRESSION of y on Xi, to the plots of y|Xi.

bivarfit = '' is the default: no line is fitted.

bivarfit = '1' fits a single ols line to all points of each bivariate plot in the scatter matrix y|X.

bivarfit = '2' fits two ols lines: one to all points and another to the group of the genuine observations. The group of the potential outliers is not fitted.

bivarfit = '0' fits one ols line to each group. This is useful for the purpose of fitting mixtures of regression lines.

bivarfit = 'i1' or 'i2' or 'i3' etc.

fits an ols line to a specific group, the one with index 'i' equal to 1, 2, 3 etc. Again, useful in case of mixtures.

Example:  'bivarfit',2 

Data Types: char

### multivarfit —Superimpose multivariate least square lines.character.

This option adds one or more least square lines, based on MULTIVARIATE REGRESSION of y on X, to the plots of y|Xi.

multivarfit = '' is the default: no line is fitted.

multivarfit = '1' fits a single ols line to all points of each bivariate plot in the scatter matrix y|X. The line added to the scatter plot y|Xi is avconst + Ci*Xi, where Ci is the coefficient of Xi in the multivariate regression and avconst is the effect of all the other explanatory variables different from Xi evaluated at their centroid (that is overline{y}'C)) multivarfit = '2' equal to multivarfit ='1' but this time we also add the line based on the group of unselected observations (i.e. the normal units).

Example:  'multivarfit','1' 

Data Types: char

### labeladd —Add outlier labels in plot.character.

If this option is '1', we label the outliers with the unit row index in matrices X and y. The default value is labeladd='', i.e. no label is added.

Example:  'labeladd','1' 

Data Types: char

### nameX —Add variable labels in plot.cell array of strings.

cell array of strings of length p containing the labels of the variables of the regression dataset. If it is empty (default) the sequence X1, ..., Xp will be created automatically

Example:  'nameX',{'NameVar1','NameVar2'} 

Data Types: cell

### namey —Add response label.character.

character containing the label of the response

Example:  'namey','NameOfResponse' 

Data Types: char

### ylim —Control y scale in plot.vector.

vector with two elements controlling minimum and maximum on the y axis. Default value is '' (automatic scale)

Example:  'ylim','[0,10]' sets the minim value to 0 and the  max to 10 on the y axis

Data Types: double

### xlim —Control x scale in plot.vector.

vector with two elements controlling minimum and maximum on the x axis. Default value is '' (automatic scale)

Example:  'xlim','[0,10]' sets the minim value to 0 and the  max to 10 on the x axis

Data Types: double

### bonflev —Signal to use to identify outliers.scalar.

option to be used if the distribution of the data is strongly non normal and, thus, the general signal detection rule based on consecutive exceedances cannot be used. In this case bonflev can be:

- a scalar smaller than 1 which specifies the confidence level for a signal and a stopping rule based on the comparison of the minimum MD with a Bonferroni bound. For example if bonflev=0.99 the procedure stops when the trajectory exceeds for the first time the 99% bonferroni bound.

- A scalar value greater than 1. In this case the procedure stops when the residual trajectory exceeds for the first time this value.

Default value is '', which means to rely on general rules based on consecutive exceedances.

Example:  'bonflev',0.99 

Data Types: double

### msg —Level of output to display.scalar.

scalar which controls whether to display or not messages on the screen If msg==1 (default) messages are displayed on the screen about step in which signal took place and ....

else no message is displayed on the screen

Example:  'msg',1 

Data Types: double

## Output Arguments

### out — description Structure

Structure which contains the following fields

Value Description
ListOut

k x 1 vector containing the list of the units declared as outliers or NaN if the sample is homogeneous. This field in future releases will be deleted bacause it will be replaced by out.outliers.

outliers

k x 1 vector containing the list of the units declared as outliers or NaN if the sample is homogeneous.

beta

p-by-1 vector containing the posterior mean of $\beta$ (regression coefficents), $\beta = (c*R + X'X)^{-1} (c*R*\beta_0 + X'y)$ in step $n-k$

scale

scalar. This is the reciprocal of the square root of the posterior estimate of $\tau$ in step $n-k$

mdr

(n-init) x 2 matrix:

1st col = fwd search index;

2nd col = value of Bayesian minimum deletion residual in each step of the fwd search.

Un

(n-init) x 11 Matrix which contains the unit(s) included in the subset at each step of the fwd search.

REMARK: in every step the new subset is compared with the old subset. Un contains the unit(s) present in the new subset but not in the old one.

Un(1,2) for example contains the unit included in step init+1.

Un(end,2) contains the units included in the final step of the search.

nout

2 x 5 matrix containing the number of times mdr went out of particular quantiles.

First row contains quantiles 1 99 99.9 99.99 99.999.

Second row contains the frequency distribution.

constr

This output is produced only if the search found at a certain step a non singular matrix X. In this case the search runs in a constrained mode, that is including the units which produced a singular matrix in the last n-constr steps. out.constr is a vector which contains the list of units which produced a singular X matrix

class

'FSRB'.

## References

Chaloner K. and Brant R. (1988). A Bayesian Approach to Outlier Detection and Residual Analysis, Biometrika, Vol 75 pp. 651-659.

Riani M., Corbellini A., Atkinson A.C. (2017), Very Robust Bayesian Regression for Fraud Detection, submitted

Atkinson A.C., Corbellini A., Riani M., (2017), Robust Bayesian Regression with the Forward Search: Theory and Data Analysis, Test, DOI 10.1007/s11749-017-0542-6