Computes the mahalanobis depth of a point or vectors of points with respect to a multivariate data set.
Usage
depthMah(u, X, name = "X", cov = NULL, mean = NULL, threads = -1, ...)
Arguments
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).
name
name for this data set - it will be used on plots.
threads
number of threads used in parallel computations. Default value -1 means that all possible cores will be used.
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.
...
currently not supported.
Details
Calculation of Mahalanobis depth is exact.
Returns the depth of multivariate point u with respect to data set X.