This is a collection of functions applying depth functions methodology to multivariate analysis. Besides allowing calculation of depth values and depth-based location estimators, the package includes functions for drawing contour plots and perspective plots of depth functions.
All functions apply to a multivariate data set. Function
depth calculates the depth of a point with respect to the data set. Depth functions covered are Tukey's, Liu's and Oja's. Functions
ctrmean return depth-based medians, classical-like trimmed means and centroid trimmed means, respectively. Functions
isodepth draw perspective and contour plots, respectively. Functions
scontour give equivalent results for directional data.
Maintainer: Jean-Francois Plante <[email protected]>
Liu, R.Y., Parelius, J.M. and Singh, K. (1999), Multivariate analysis by data depth: Descriptive statistics, graphics and inference (with discussion), Ann. Statist., 27, 783–858.
Liu, R.Y. and Singh, K. (1992), Directional data: Concepts of data depth on circles and spheres, Ann. Statist., 20, 1468–1484.
Mardia, K.V. and Jupp, E.J. (1999). Directional Statistics, Wiley.
Small, C.G. (1990), A survey of multidimensional medians, Int. Statist. Rev., 58, 263–277.
Zuo, Y. amd Serfling, R. (2000), General Notions of Statistical Depth Functions, Ann. Statist., 28, no. 2, 461–482.
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set.seed(159); library(MASS) mu1 <- c(0,0); mu2 <- c(6,0); sigma <- matrix(c(1,0,0,1), nc = 2) mixbivnorm <- rbind(mvrnorm(80, mu1, sigma), mvrnorm(20, mu2, sigma)) depth(c(0,0),mixbivnorm) med(mixbivnorm) trmean(mixbivnorm, 0.2) library(rgl) perspdepth(mixbivnorm, col = "magenta") isodepth(mixbivnorm, dpth = c(35,5), col = rainbow(2))
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