Mahalanobis depth {Rfast2}

Mahalanobis depth

Description

Mahalanobis depth.

Usage

depth.mahala(x, data)

Arguments

x

A numerical vector or matrix whose depth you want to compute.

data

A numerical matrix used to compute the depth of x.

Details

This function computes the Mahalanobis depth of x with respect to data.

Value

A numevrical vector with the Mahalanobis depth for each value of x.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

Mahalanobis P. (1936). On the generalized distance in statistics. Proceedings of the National Academy India, 12 49–55.

Liu R.Y. (1992). Data depth and multivariate rank tests. In Dodge Y. (editors), L1-Statistics and Related Methods, 279–294.

See Also

welch.tests, trim.mean

Examples

x <- as.matrix(iris[1:50, 1:4])
depth.mahala(x, x)