depthMah {DepthProc} | R Documentation |
Computes the mahalanobis depth of a point or vectors of points with respect to a multivariate data set.
depthMah(u, X, cov = NULL, mean = NULL, threads = -1)
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). |
cov |
custom covariance matrix passed. If NULL standard calculations will be based on standard covariance estimator. |
mean |
custom mean vector. If null — mean average will be used. |
threads |
number of threads used in parallel computations. Default value -1 means that all possible cores will be used. |
Calculation of Mahalanobis depth is exact.
Returns the depth of multivariate point u
with respect to data set X
.
Daniel Kosiorowski, Mateusz Bocian, Anna Wegrzynkiewicz and Zygmunt Zawadzki from Cracow University of Economics.
x <- matrix(rnorm(9999), nc = 3) depthMah(x, x)