depthEuclid function

Euclidean Depth

Computes the euclidean depth of a point or vectors of points with respect to a multivariate data set.

depthEuclid(u, X)

Arguments

• u: Numerical vector or matrix whose depth is to be calculated. Dimension has to be the same as that of the observations.
• X: The data as a matrix, data frame or list. If it is a matrix or data frame, then each row is viewed as one multivariate observation. If it is a list, all components must be numerical vectors of equal length (coordinates of observations).

Details

Calculation of Euclidean depth is exact.

Returns the depth of multivariate point u with respect to data set X.

Examples

x <- matrix(rnorm(9999), nc = 3)
depthEuclid(x, x)

Author(s)

Daniel Kosiorowski, Mateusz Bocian, Anna Wegrzynkiewicz and Zygmunt Zawadzki from Cracow University of Economics.