metricdepth: Metric Depth

In maotai: Tools for Matrix Algebra, Optimization and Inference

Metric Depth

Description

Compute the metric depth proposed by \insertCitegeenens_2023_StatisticalDepthAbstract;textualmaotai, which is one generalization of statistical depth function onto the arbitrary metric space. Our implementation assumes that given the multivariate data it computes the (empirical) depth for all observations using under the Euclidean regime.

Usage

metricdepth(data)

Arguments

data	an (n\times p) matrix whose rows are observations.

Value

a length-n vector of empirical metric depth values.

References

\insertAllCited

Examples

## Not run: 
## use simple example of iris dataset
data(iris) 
X <- as.matrix(iris[,1:4])
y <- as.factor(iris[,5])

## compute the metric depth
mdX <- metricdepth(X)

## visualize
#  2-d embedding for plotting by MDS
X2d <- maotai::cmds(X, ndim=2)$embed

# get a color code for the metric depth
pal = colorRampPalette(c("yellow","red"))

# draw
opar <- par(no.readonly=TRUE)
par(mfrow=c(1,2), pty="s")
plot(X2d, pch=19, main="by class", xlab="", ylab="", col=y)
plot(X2d, pch=19, main="by depth", xlab="", ylab="", col=pal(150)[order(mdX)])
legend("bottomright", col=pal(2), pch=19, legend=round(range(mdX), 2))
par(opar)

## End(Not run)

maotai documentation built on March 31, 2023, 6:48 p.m.