R: Calculate Simplicial Depth

depth.simplicial {ddalpha} | R Documentation

## Calculate Simplicial Depth

### Description

Calculates the simplicial depth of points w.r.t. a multivariate data set.

### Usage

    depth.simplicial(x, data, exact = F, k = 0.05, seed = 0)

### Arguments

`x` | Matrix of objects (numerical vector as one object) whose depth is to be calculated; each row contains a d-variate point. Should have the same dimension as `data`.
`data` | Matrix of data where each row contains a d-variate point, w.r.t. which the depth is to be calculated.
`exact` | `exact=F` (by default) implies the approximative algorithm, considering `k` simplices, `exact=T` implies the exact algorithm.
`k` | Number (k>1) or portion (if 0<k<1) of simplices that are considered if `exact=F`. If k>1, then the algorithmic complexity is polynomial in d but is independent of the number of observations in `data`, given k. If 0<k<1, then the algorithmic complexity is exponential in the number of observations in `data`, but the calculation precision stays approximately the same.
`seed` | the random seed. The default value `seed=0` makes no changes.

### Details

Calculates simplicial depth. Simplicial depth is counted as a probability that a point lies in a simplex, built on d+1 data points.

### Value

Numerical vector of depths, one for each row in `x`; or one depth value if `x` is a numerical vector.

### References

Chaudhuri, P. (1996). On a geometric notion of quantiles for multivariate data. Journal of the American Statistical Association 91 862–872.

Liu, R. Y. (1990). On a notion of data depth based on random simplices. The Annals of Statistics 18 405–414.

Rousseeuw, P.J. and Ruts, I. (1996). Algorithm AS 307: Bivariate location depth. Journal of the Royal Statistical Society. Seriec C (Applied Statistics) 45 516–526.

### See Also

`depth.halfspace` for calculation of the Tukey depth.

`depth.Mahalanobis` for calculation of Mahalanobis depth.

`depth.projection` for calculation of projection depth.

`depth.simplicialVolume` for calculation of simplicial volume depth.

`depth.spatial` for calculation of spatial depth.

`depth.zonoid` for calculation of zonoid depth.

`depth.potential` for calculation of data potential.

### Examples

    # 3-dimensional normal distribution
    data <- mvrnorm(20, rep(0, 3),
                    matrix(c(1, 0, 0,
                             0, 2, 0,
                             0, 0, 1),
                           nrow = 3))
    x <- mvrnorm(10, rep(1, 3),
                 matrix(c(1, 0, 0,
                          0, 1, 0,
                          0, 0, 1),
                        nrow = 3))

    #exact
    depths <- depth.simplicial(x, data, exact = TRUE)
    cat("Depths: ", depths, "\n")

    #approximative
    depths <- depth.simplicial(x, data, exact = FALSE, k = 0.2)
    cat("Depths: ", depths, "\n")

[Package ddalpha version 1.3.11 Index]