ddalpha: depthf.RP2 – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

depthf.RP2

Bivariate Random Projection Depths for Functional Data

Description

Double random projection depths of functional bivariate data (that is, data of the form X:[a,b] \to R^2, or X:[a,b] \to R and the derivative of X).

Usage

depthf.RP2(datafA, datafB, range = NULL, d = 101, nproj = 51)

Arguments

`datafA`	Bivariate functions whose depth is computed, represented by a multivariate `dataf` object of their arguments (vector), and a matrix with two columns of the corresponding bivariate functional values. `m` stands for the number of functions.
`datafB`	Bivariate random sample functions with respect to which the depth of `datafA` is computed. `datafB` is represented by a multivariate `dataf` object of their arguments (vector), and a matrix with two columns of the corresponding bivariate functional values. `n` is the sample size. The grid of observation points for the functions `datafA` and `datafB` may not be the same.
`range`	The common range of the domain where the functions `datafA` and `datafB` are observed. Vector of length 2 with the left and the right end of the interval. Must contain all arguments given in `datafA` and `datafB`.
`d`	Grid size to which all the functional data are transformed. For depth computation, all functional observations are first transformed into vectors of their functional values of length `d` corresponding to equi-spaced points in the domain given by the interval `range`. Functional values in these points are reconstructed using linear interpolation, and extrapolation.
`nproj`	Number of projections taken in the computation of the double random projection depth. By default taken to be `51`.

Details

The function returns the vectors of sample double random projection depth values. The double random projection depths are described in Cuevas et al. (2007). They are of two types: RP2 type, and RPD type. Both types of depths are based on bivariate projections of the bivariate functional data. These projections are taken randomly as a sample of standard normal d-dimensional random variables, where d stands for the dimensionality of the internally represented discretized functional data. For RP2 type depths, the average bivariate depth of the projected quantities is assessed. For RPD type depths, further univariate projections of these bivariate projected quantities are evaluated, and based on these final univariate quantities, the average univariate depth is computed.

Value

Five vectors of length m are returned:

Simpl_FD the double random projection depth RP2 based on the bivariate simplicial depth,
Half_FD the double random projection depth RP2 based on the bivariate halfspace depth,
hM_FD the double random projection depth RP2 based on the bivariate h-mode depth,
Simpl_DD the double random projection depth RPD based on the univariate simplicial depth,
Half_DD the random projection depth RPD based on the univariate halfspace depth,

Author(s)

Stanislav Nagy, nagy at karlin.mff.cuni.cz

References

Cuevas, A., Febrero, M. and Fraiman, R. (2007). Robust estimation and classification for functional data via projection-based depth notions. Computational Statistics 22 (3), 481–496.

Examples

datafA = dataf.population()$dataf[1:20]
datafB = dataf.population()$dataf[21:50]

dataf2A = derivatives.est(datafA,deriv=c(0,1))
dataf2B = derivatives.est(datafB,deriv=c(0,1))
depthf.RP2(dataf2A,dataf2B)

ddalpha

Depth-Based Classification and Calculation of Data Depth

v1.3.11

GPL-2

Authors

Oleksii Pokotylo [aut, cre], Pavlo Mozharovskyi [aut], Rainer Dyckerhoff [aut], Stanislav Nagy [aut]

Initial release

2020-01-09