MHRD: Modified Half-Region Depth for univariate functional data
In roahd: Robust Analysis of High Dimensional Data

Description Usage Arguments Details Value References See Also Examples

This function computes the Modified Half-Region Depth (MHRD) of elements of a univariate functional dataset.

MHRD(Data)

## S3 method for class 'fData'
MHRD(Data)

## Default S3 method:
MHRD(Data)

Data

either an fData object or a matrix-like dataset of functional data (e.g. fData$values), with observations as rows and measurements over grid points as columns.

Given a univariate functional dataset, X_1(t), X_2(t), …, X_N(t), defined over a compact interval I=[a,b], this function computes the MHRD of its elements, i.e.:

MHRD(X(t)) = \min( MEI( X(t) ), MHI(X(t)) ),

where MEI(X(t)) indicates the Modified Epigraph Index (MEI) of X(t) with respect to the dataset, and MHI(X(t)) indicates the Modified Hypograph Index of X(t) with respect to the dataset.

The function returns a vector containing the values of MHRD for each element of the functional dataset provided in Data.

Lopez-Pintado, S. and Romo, J. (2012). A half-region depth for functional data, Computational Statistics and Data Analysis, 55, 1679-1695.

Arribas-Gil, A., and Romo, J. (2014). Shape outlier detection and visualization for functional data: the outliergram, Biostatistics, 15(4), 603-619.

HRD, MEI, MHI

N = 20
P = 1e2

grid = seq( 0, 1, length.out = P )

C = exp_cov_function( grid, alpha = 0.2, beta = 0.3 )

Data = generate_gauss_fdata( N,
                             centerline = sin( 2 * pi * grid ),
                             C )
fD = fData( grid, Data )

MHRD( fD )

MHRD( Data )