lsdSampleMaxDepth: Calculates the maximum sample location-scale depth

In DepthProc: Statistical Depth Functions for Multivariate Analysis

Description

Calculates the maximum Student depth estimator of location and scale for one dimensional data (an alternative for MED and MAD or for the mean and standard deviation).

Usage

lsdSampleMaxDepth(x, iter = 100, eps = 1e-04, p_length = 10)

Arguments

x	one dimensional vector with sample
iter	maximum number of iterations in algorith for calculation Location-Scale Depth
eps	tolerance level
p_length	is the maximum length of the precision step at the end

Details

Calculations are based on lsdepth algorithm written by Ch. Muller.

References

Mizera, I., Muller, C. H., 2004. Location-scale depth (with discussion). Journal of the American Statistical Association 99, 949 - 966.

Examples

x = rnorm(100)
lsdSampleMaxDepth(x)
y = rf(100, 4,10)
lsdSampleMaxDepth(y)

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