Local depth

Source: R/depthLocal.R

Computes local version of depth according to proposals of Paindaveine and Van Bever --- see referencess.

depthLocal(
  u,
  X,
  beta = 0.5,
  depth_params1 = list(method = "Projection"),
  depth_params2 = depth_params1
)

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. If it is a matrix or data frame, then each row is viewed as one multivariate observation.
beta

cutoff value for neighbourhood
depth_params1

list of parameters for function depth (method, threads, ndir, la, lb, pdim, mean, cov, exact).
depth_params2

as above --- default is depth_params1.

Details

A successful concept of local depth was proposed by Paindaveine and Van Bever (2012). For defining a neighbourhood of a point authors proposed using idea of symmetrisation of a distribution (a sample) with respect to a point in which depth is calculated. In their approach instead of a distribution PX, a distribution Px=12PX+12P2x−X is used. For any β∈[0,1], let us introduce the smallest depth region bigger or equal to β, Rβ(F)=⋂α∈A(β)Dα(F),

where A(β)={α≥0:P[Dα(F)]≥β}. Then for a locality parameter β we can take a neighbourhood of a point x as Rβx(P).

Formally, let D(⋅,P) be a depth function. Then the local depth with the locality parameter β and w.r.t. a point x is defined as LDβ(z,P):z→D(z,Pβx),

where Pβx(⋅)=P(⋅|Rβx(P)) is cond. distr. of P conditioned on Rβx(P).

References

Paindaveine, D., Van Bever, G. (2013) From depth to local depth : a focus on centrality. Journal of the American Statistical Association 105, 1105--1119.

Examples


if (FALSE) {
# EXAMPLE 1
data <- mvrnorm(100, c(0, 5), diag(2) * 5)
# By default depth_params2 = depth_params1
depthLocal(data, data, depth_params1 = list(method = "LP"))
depthLocal(data, data, depth_params1 = list(method = "LP"),
           depth_params2 = list(method = "Projection"))
# Depth contour
depthContour(data, depth_params = list(method = "Local", depth_params1 = list(method = "LP")))

# EXAMPLE 2
data(inf.mort, maesles.imm)
data1990 <- na.omit(cbind(inf.mort[, 1], maesles.imm[, 1]))
depthContour(data1990,
             depth_params = list(
               method = "Local",
               depth_params1 = list(method = "LP"),
               beta = 0.3
             ))

# EXAMPLE 3
Sigma1 <- matrix(c(10, 3, 3, 2), 2, 2)
X1 <- mvrnorm(n = 8500, mu = c(0, 0), Sigma1)
Sigma2 <- matrix(c(10, 0, 0, 2), 2, 2)
X2 <- mvrnorm(n = 1500, mu = c(-10, 6), Sigma2)
BALLOT <- rbind(X1, X2)

train <- sample(1:10000, 100)
data <- BALLOT[train, ]
depthContour(data,
            depth_params = list(
              method = "Local",
              beta = 0.3,
              depth_params1 = list(method = "Projection")
            ))
}