max.depth {lsdepth} | R Documentation |
Calculates the maximum location-scale depth and the location-scale parameter with maximum depth
distribution.max.depth(qdist=function(x){qnorm(x,0,1)}, pdist=function(x){pnorm(x,0,1)}, d.min=1/3,lengthbeta=100,iter=10,eps=0.001) sample.max.depth(y,iter=100,eps=0.0001,p.length=10)
qdist |
quantile function of the distribution, default is the quantile function of the standard normal distribution. |
pdist |
distribution function of the distribution, default is the distribution function of the standard normal distribution. |
y |
numerical vector of observations (data set) |
d.min |
a value which is known to be smaller than the maximum depth. |
lengthbeta |
length of the vector for calculating the upper and lower bound for the
contour for a given location parameter. The larger lengthbeta the more
precise are the bounds. |
iter |
number of iterations. |
eps |
precision of location and scale with maximum depth. |
p.length |
maximum number of interations in a final precision step. |
distribution.max.depth
calculates the maximum depth and
the parameter pair of location and scale with maximum depth
for a distribution (population).
sample.max.depth
calculates the maximum depth and the maximum
depth estimator for location and scale for a sample (data set).
Both functions return a vector with the following components:
"max.depth"
is the maximum depth, a value in (0,1) for distributions
and an integer smaller than the sample size for samples
"mu"
is the location with maximum depth,
"sigma"
is the scale with maximum depth.
Christine Müller, mueller@math.uni-oldenburg.de
Mizera, I. and Müller, C.H. (2003). Location-scale depth.
distribution.depth.contours
, sample.depth.contours
,
distribution.max.depth.line
, sample.max.depth.line
distribution.max.depth(qdist=function(x){qt(x,1)},pdist=function(x){pt(x,1)},iter=50) y<-rt(100,1) sample.max.depth(y=y,iter=50)