linfinity_depth {fdaoutlier}

Compute the L-infinity depth of a sample of curves/functions.

Description

The L-infinity depth is a simple generalization of the L^p multivariate depth to functional data proposed in Long and Huang (2015) <arXiv:1506.01332 and also used in Dai et al. (2020) doi:10.1016/j.csda.2020.106960.

Usage

linfinity_depth(dt)

Arguments

dt

A matrix or data frame of size n functions/curves by p domain/evaluation points.

Value

A numeric vector of size nrow(dt) containing the band depth values of each curve.

References

Long, J. P., & Huang, J. Z. (2015). A study of functional depths. arXiv preprint arXiv:1506.01332.

Dai, W., Mrkvička, T., Sun, Y., & Genton, M. G. (2020). Functional outlier detection and taxonomy by sequential transformations. Computational Statistics & Data Analysis, 106960.

Examples

dt1 <- simulation_model1()
linf <- linfinity_depth(dt1$data)