[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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