hdep:

In musto101/wilcox_R: What the package does (short line)

Usage

hdep(PNT, X, NDIR = 100, EPS = 1e-06, SEED = NA, PRINT = F)

Arguments

PNT
X
NDIR
EPS
SEED
PRINT

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (PNT, X, NDIR = 100, EPS = 1e-06, SEED = NA, PRINT = F) 
{
    DEP <- function(X, PNT, NDIR, EPS = 1e-07, PRINT = F) {
        NSIN <- 0
        N <- nrow(X)
        NP <- ncol(X)
        NDEP <- N
        for (NRAN in 1:NDIR) {
            foundSingular <- F
            JSAMP <- sample(1:N, size = NP, replace = FALSE)
            sX <- matrix(X[JSAMP, ], nrow = NP, ncol = NP)
            COV <- var(sX)
            resEigen <- eigen(COV)
            Eval <- resEigen[[1]]
            Evec <- resEigen[[2]]
            if (Eval[NP] > EPS) {
                NSIN <- NSIN + 1
                foundSingular <- T
                if (PRINT) 
                  paste("ERROR: No Eigenvalue = 0 for sample", 
                    NRAN)
                next
            }
            if (Eval[NP - 1] <= EPS) {
                NSIN <- NSIN + 1
            }
            eigenVec <- Evec[, NP]
            NT <- sum(ifelse(eigenVec <= EPS, 1, 0))
            KT <- sum(ifelse(eigenVec > EPS, PNT * eigenVec, 
                0))
            if (NT == NP) {
                NSIN <- NSIN + 1
                foundSingular <- T
                if (PRINT) 
                  paste("      ERROR: Eigenvector = 0 for sample", 
                    NRAN)
                if (foundSingular) 
                  next
            }
            K <- X %*% eigenVec
            K <- K - KT
            NUMH <- sum(ifelse(K > EPS, 1, 0))
            NT <- sum(ifelse(abs(K) <= EPS, 1, 0))
            if (NT == N) {
                NSIN <- -1
                return(list(NDEP = NDEP, NSIN = NSIN, EVEC = Evec))
            }
            NDEP <- min(NDEP, min(NUMH + NT, N - NUMH))
        }
        return(list(NDEP = NDEP, NSIN = NSIN, EVEC = Evec))
    }
    Reduce <- function(X, PNT, Evec) {
        Det <- det(Evec)
        if (Det == 0) {
            return(list(X = X, PNT = PNT, DET = Det))
        }
        NP <- ncol(X)
        RedEvec <- matrix(Evec[, 1:(NP - 1)], nrow = NP, ncol = (NP - 
            1))
        PNT <- PNT %*% RedEvec
        X <- X %*% RedEvec
        if (!is.matrix(X)) 
            X <- matrix(X, ncol = (NP - 1))
        return(list(X = X, PNT = PNT, DET = Det))
    }
    if (!is.na(SEED)) 
        set.seed(SEED)
    Nsin <- 0
    X <- as.matrix(X)
    N <- nrow(X)
    NP <- ncol(X)
    if (length(PNT) != NP) {
        print("Length of 'PNT' has to equal to")
        stop("number of columns in X !!!   ")
    }
    if (N == 1) {
        NDEP <- ifelse(abs(X[1, ] - PNT) > EPS, 0, 1)
        NDEP <- min(NDEP)
        DEPTH <- NDEP/N
        return(DEPTH)
    }
    repeat {
        if (NP == 1) {
            MORE <- sum(ifelse(X[, 1] >= (PNT - EPS), 1, 0))
            LESS <- sum(ifelse(X[, 1] <= (PNT + EPS), 1, 0))
            NDEP <- min(LESS, MORE)
            DEPTH <- NDEP/N
            return(DEPTH)
        }
        if (N > NP) {
            RES <- DEP(X = X, PNT = PNT, NDIR = NDIR, EPS = EPS, 
                PRINT = PRINT)
            NDEP <- RES$NDEP
            NSIN <- RES$NSIN
            EVEC <- RES$EVEC
        }
        else {
            NSIN <- -1
            EVEC <- eigen(var(X))[[2]]
        }
        if (NSIN == -1) {
            NSIN <- 0
            if (PRINT) 
                print("      Direction with zero variance detected")
            RED <- Reduce(X = X, PNT = PNT, Evec = EVEC)
            X <- RED$X
            PNT <- RED$PNT
            Det <- RED$DET
            if (Det == 0) {
                print("\n\n\t DIMENSION REDUCTION TERMINATED\n\t EIGENVECTORS ARE NOT")
                stop("INDEPENDENT\n\n")
            }
            NP <- ncol(X)
            if (PRINT) 
                paste("     Dimension reduced to", NP)
        }
        else {
            break
        }
    }
    DEPTH <- NDEP/N
    return(DEPTH)
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.