Description Details Author(s) References Examples
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.
Package: | depth |
Type: | Package |
Version: | 2.0 |
Date: | 2012-08-12 |
License: | GPL-2 |
LazyLoad: | yes |
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 med
, trmean
and ctrmean
return depth-based medians, classical-like trimmed means and centroid trimmed means, respectively. Functions perspdepth
and isodepth
draw perspective and contour plots, respectively. Functions sdepth
, smed
, strmeasure
and scontour
give equivalent results for directional data.
Maxime Genest <maxime.genest@clevislauzon.qc.ca>, Jean-Claude Masse <jcmasse@mat.ulaval.ca>, Jean-Francois Plante <jfplante@hec.ca>.
Maintainer: Jean-Francois Plante <jfplante@hec.ca>
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.
1 2 3 4 5 6 7 8 9 | 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))
|
Loading required package: abind
Loading required package: circular
Attaching package: ‘circular’
The following objects are masked from ‘package:stats’:
sd, var
Loading required package: rgl
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl.init' failed, running with 'rgl.useNULL = TRUE'.
[1] 0.33
$median
[1] 0.5136701 -0.1909707
$depth
[1] 0.42
[1] 0.4555061 -0.2495018
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