depthMah: Mahalanobis Depth

In DepthProc: Statistical Depth Functions for Multivariate Analysis

Description

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

Usage

depthMah(u, X, name = "X", cov = NULL, mean = NULL, threads = -1, ...)

Arguments

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).
name	name for this data set - it will be used on plots.
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.

Details

Calculation of Mahalanobis depth is exact.

Returns the depth of multivariate point u with respect to data set X.

Author(s)

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

Examples

x <- matrix(rnorm(9999), nc = 3)
 depthMah(x, x)

DepthProc documentation built on May 2, 2019, 6:22 p.m.