PPCI (version 0.1.5)

md_reldepth: Relative Depth of a Hyperplane

Description

Finds the relative depth, min((M1-m)/m, (M2-m)/m), where M1 is the maximum density below the optimal hyperplane orthogonal to v and M2 the maximum above, while m is the integrated density on the optimal hyperplane orthogonal to v.

Usage

md_reldepth(v, X, P)

Arguments

v

a numeric vector of length ncol(X)

X

a numeric matrix (num_data x num_dimensions) to be projected on v

P

a list of parameters including (at least) $h (positive numeric bandwidth value), $alpha (positive numeric constraint width), $C (positive numeric affecting the slope of the penalty)

Value

the value of the relative depth of the best hyperplane orthogonal to v.