depth-package {depth}R Documentation

Depth functions tools for multivariate analysis

Description

This is a collection of functions applying depth functions methodology to multivariate analysis. Besides allowing calculation of depth values and depth-based location estimators, the package includes functions for drawing contour plots and perspective plots of depth functions.

Details

Package: depth
Type: Package
Version: 1.0
Date: 2008-09-01
License: GPL-2
LazyLoad: yes

All functions apply to a multivariate data set. Function depth calculates the depth of a point with respect to the data set. Depth functions covered are Tukey's, Liu's and Oja's. Functions med, trmean and ctrmean return depth-based medians, classical-like trimmed means and centroid trimmed means, respectively. Functions perspdepth and isodepth draw perspective and contour plots, respectively.

Author(s)

Jean-Claude Masse <jcmasse@mat.ulaval.ca>, Jean-Francois Plante <plante@utstat.toronto.edu>.

Maintainer: Jean-Francois Plante <plante@utstat.toronto.edu>

References

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, 783–858.

Small, C.G. (1990), A survey of multidimensional medians, Int. Statist. Rev., 58, 263–277.

Zuo, Y. amd Serfling, R. (2000), General Notions of Statistical Depth Functions, Ann. Statist., 28, no. 2, 461–482.

Examples

set.seed(159); library(MASS)
mu1 <- c(0,0); mu2 <- c(6,0); sigma <- matrix(c(1,0,0,1), nc = 2)
mixbivnorm <- rbind(mvrnorm(80, mu1, sigma), mvrnorm(20, mu2, sigma))
depth(c(0,0),mixbivnorm)
med(mixbivnorm)
trmean(mixbivnorm, 0.2)
library(rgl)
perspdepth(mixbivnorm, col = "magenta")
isodepth(mixbivnorm, dpth = c(35,5), col = rainbow(2))

[Package depth version 1.0-1 Index]