Description Usage Arguments Details Author(s) References Examples
Produces a DD plot which allows to compare two multivirate datasets or to compare a subject dataset with theoretical distribution.
1 2 |
x |
The first or only data sample for ddPlot. |
y |
The second data sample. |
scale |
logical. determines whether the dispersion is to be aligned. |
location |
determines whether the location is to be aligned to 0 vector with depth median. |
name_x |
name for data set x. It will be passed to drawing function. |
name_y |
name for data set y. |
title |
title of the plot. |
... |
Parameters passed to depth function |
For two probability distributions F and G , both in {{{R}}^{d}} , we can define depth vs. depth plot being very useful generalization of the one dimensional quantile-quantile plot:
DD(F,G)=≤ft\{ ≤ft( D({z},F),D({z},G) \right),{z}\in {{{R}}^{d}} \right\}
Its sample counterpart calculated for two samples {{{X}}^{n}}=\{{{X}_{1}},.,{{X}_{n}}\} from F , and {{Y}^{m}}=\{{{Y}_{1}},...,{{Y}_{m}}\} from G is defined as
DD({{F}_{n}},{{G}_{m}})=≤ft\{ ≤ft( D({z},{{F}_{n}}),D({z},{{G}_{m}}) \right),{z}\in \{{{{X}}^{n}}\cup {{{Y}}^{m}}\} \right\}
Daniel Kosiorowski, Mateusz Bocian, Anna Wegrzynkiewicz and Zygmunt Zawadzki from Cracow University of Economics.
Liu, R.Y., Parelius, J.M. and Singh, K. (1999), Multivariate analysis by data depth: Descriptive statistics, graphics and inference (with discussion), Ann. Statist., 27, 822–831.
Liu, R.Y., Singh K. (1993), A Quality Index Based on Data Depth and Multivariate Rank Test, Journal of the American Statistical Association vol. 88.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | require(MASS)
require(sn)
require(mvtnorm)
# EXAMPLE 1: Location difference
standard = mvrnorm(1000, c(0,0), diag(2))
shift = mvrnorm(1000, c(0.5, 0), diag(2))
ddPlot(x = standard, y = shift, title = "Difference in position")
ddPlot(x = standard, y = shift, location = TRUE, title = "Location aligned")
## EXAMPLE 2: Scale difference
standard <- mvrnorm(1000, c(0,0), diag(2))
scale <- mvrnorm(1000, c(0,0), 4*diag(2))
ddPlot(x=standard, y=scale)
ddPlot(x=standard, y=scale, scale=TRUE)
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