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depthR: Multivariate Depth Functions for General Dimension
Efficient computation of multivariate statistical depth functions in arbitrary dimension d. Implements Mahalanobis depth, Tukey (halfspace) depth, Liu simplicial depth (via adaptive Monte Carlo), projection depth, and spatial depth. Provides depth-based medians, central regions, outlier detection, and depth-depth plots. 'C++' backends via 'Rcpp' and 'RcppEigen' ensure performance at large n and d. References: Liu (1990) <doi:10.1214/aos/1176347507>, Zuo and Serfling (2000) <doi:10.1214/aos/1016218226>, Vardi and Zhang (2000) <doi:10.1073/pnas.97.4.1423>.
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Package details |
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| Author | Jason Parker [aut, cre] |
| Maintainer | Jason Parker <jparker588@gmail.com> |
| License | GPL (>= 3) |
| Version | 0.1.8 |
| URL | https://github.com/penny4nonsense/depthR |
| Package repository | View on CRAN |
| Installation |
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