depth-package {depth} | R Documentation |
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.
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.
Jean-Claude Masse <jcmasse@mat.ulaval.ca>, Jean-Francois Plante <plante@utstat.toronto.edu>.
Maintainer: Jean-Francois Plante <plante@utstat.toronto.edu>
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.
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))