maotai (version 0.2.6)

metricdepth: Metric Depth

Description

Compute the metric depth proposed by geenens_2023_StatisticalDepthAbstract;textualmaotai, which is one generalization of statistical depth function onto the arbitrary metric space. Our implementation assumes that given the multivariate data it computes the (empirical) depth for all observations using under the Euclidean regime.

Usage

metricdepth(data)

Value

a length-\(n\) vector of empirical metric depth values.

Arguments

data

an \((n\times p)\) matrix whose rows are observations.

References

Examples

if (FALSE) {
## use simple example of iris dataset
data(iris) 
X <- as.matrix(iris[,1:4])
y <- as.factor(iris[,5])

## compute the metric depth
mdX <- metricdepth(X)

## visualize
#  2-d embedding for plotting by MDS
X2d <- maotai::cmds(X, ndim=2)$embed

# get a color code for the metric depth
pal = colorRampPalette(c("yellow","red"))

# draw
opar <- par(no.readonly=TRUE)
par(mfrow=c(1,2), pty="s")
plot(X2d, pch=19, main="by class", xlab="", ylab="", col=y)
plot(X2d, pch=19, main="by depth", xlab="", ylab="", col=pal(150)[order(mdX)])
legend("bottomright", col=pal(2), pch=19, legend=round(range(mdX), 2))
par(opar)
}