R/depth.R

In mixtools: Tools for Analyzing Finite Mixture Models

######################################################################
# the following depth function can compute the depth for             #
# multi points at one time                                           #
######################################################################

#dyn.load("~fxuan/depth/spherical/sphericaldepth.so")
depth <- function(pts,x,Cx=var(x)){
  x=x%*%t(chol(solve(Cx)))
  pts=pts%*%t(chol(solve(Cx)))
#  y <- .Fortran("mudepth",
#                as.integer(nrow(x)),
#                as.integer(nrow(pts)),
#                as.integer(ncol(x)),
#                as.single(pts),
#                as.single(x),
#                as.integer(1:nrow(pts)),
#                as.single(1:nrow(pts)),
#                PACKAGE="mixtools")
# Now rewritten in C:
  y <- .C(C_mudepth,
                as.integer(nrow(x)),
                as.integer(nrow(pts)),
                as.integer(ncol(x)),
                as.double(pts),
                as.double(x),
                integer(nrow(pts)),
                double(nrow(pts)),
                PACKAGE="mixtools")  
  count <- y[[6]]
  n <- nrow(x)
#  depth <- sqrt(8)*(count-n*(n-1)/4)/sqrt((n*(n-1)))#this is to standardize the depth
#  depth <- (factorial(n)/(2*factorial(n-2)))^(-1)*count
  depth <- choose(n,2)^(-1)*count
  depth
}