Elliptical and Spherical Depth
Computation of spherical or elliptical depth.
depth(pts, x, Cx = var(x))
pts |
A kxd matrix containing the k points that one wants to compute the depth. Each row is a point. |
x |
A nxd matrix containing the reference data. Each row is an observation. |
Cx |
A dxd scatter matrix for the data x where the default is var(x). When Cx = I(d), it returns the sphercial depth. |
depth returns a k-vector where each entry is the elliptical depth of a point in pts.
depth is used in regcr.
Elmore, R. T., Hettmansperger, T. P. and Xuan, F. (2000) Spherical Data Depth and a Multivariate Median, Proceedings of Data Depth: Robust Multivariate Statistical Analysis, Computational Geometry and Applications.
set.seed(100) x <- matrix(rnorm(200),nc = 2) depth(x[1:3, ], x)
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