lsdSampleMaxDepth {DepthProc} | R Documentation |
Calculates the maximum Student depth estimator of location and scale for one dimensional data (an alternative for MED and MAD or for the mean and standard deviation).
lsdSampleMaxDepth(x, iter = 100, eps = 1e-04, p_length = 10)
x |
one dimensional vector with sample |
iter |
maximum number of iterations in algorith for calculation Location-Scale Depth |
eps |
tolerance level |
p_length |
is the maximum length of the precision step at the end |
Calculations are based on lsdepth algorithm written by Ch. Muller.
Mizera, I., Muller, C. H., 2004. Location-scale depth (with discussion). Journal of the American Statistical Association 99, 949–966.
x <- rnorm(100) lsdSampleMaxDepth(x) y <- rf(100, 4, 10) lsdSampleMaxDepth(y)