Description Usage Arguments Details Author(s) Examples

Computes the mahalanobis depth of a point or vectors of points with respect to a multivariate data set.

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`u` |
Numerical vector or matrix whose depth is to be calculated. Dimension has to be the same as that of the observations. |

`X` |
The data as a matrix, data frame or list. If it is a matrix or data frame, then each row is viewed as one multivariate observation. If it is a list, all components must be numerical vectors of equal length (coordinates of observations). |

`cov` |
custom covariance matrix passed. If NULL standard calculations will be based on standard covariance estimator. |

`mean` |
custom mean vector. If null — mean average will be used. |

`threads` |
number of threads used in parallel computations. Default value -1 means that all possible cores will be used. |

`...` |
currently not supported. |

Calculation of Mahalanobis depth is exact.

Returns the depth of multivariate point `u`

with respect to data set `X`

.

Daniel Kosiorowski, Mateusz Bocian, Anna Wegrzynkiewicz and Zygmunt Zawadzki from Cracow University of Economics.

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