[RsR] need functions for robust data depth

F@rr@r@D@vid m@iii@g oii ep@m@ii@ep@@gov F@rr@r@D@vid m@iii@g oii ep@m@ii@ep@@gov
Fri Aug 17 22:59:32 CEST 2007


All,

I am looking for functions for rank data depth in more than 2 dimensions. 
Some options and analogues are 

(1) Lowest rank are data with highest Mahalanobis D^2.  (Just by analogy 
-- Not what I want.)
(2) Lowest rank are data with highest robustified Mahal...  D^2. 
(3) Lowest rank is convex hull (but function chull is 2D).
(4) Lowest rank is Tukey data depth. 
(5) simplical depth

I tricked cov.mve to giving me depths, but if I rember right variables 
with IQR = 0 have to be
screened out. 

regards,
Farrar




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