Rfast2: depth.mahala – R documentation

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depth.mahala

Mahalanobis depth

Mahalanobis depth.

depth.mahala(x, data)

`x`	A numerical vector or matrix whose depth you want to compute.
`data`	A numerical matrix used to compute the depth of x.

This function computes the Mahalanobis depth of x with respect to data.

A numevrical vector with the Mahalanobis depth for each value of x.

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

Mahalanobis P. (1936). On the generalized distance in statistics. Proceedings of the National Academy India, 12 49–55.

Liu R.Y. (1992). Data depth and multivariate rank tests. In Dodge Y. (editors), L1-Statistics and Related Methods, 279–294.

x <- as.matrix(iris[1:50, 1:4])
depth.mahala(x, x)

A Collection of Efficient and Extremely Fast R Functions II

v0.0.9

GPL (>= 2.0)

Authors

Manos Papadakis, Michail Tsagris, Stefanos Fafalios and Marios Dimitriadis.

Initial release

2021-03-21