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. The data as a matrix, data frame. If it is a matrix or data frame, then each row is viewed as one multivariate observation. cutoff value for neighbourhood list of parameters for function depth (method, threads, ndir, la, lb, pdim, mean, cov, exact). 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 $${P} ^ {X}$$, a distribution $${{P}_{x}} = \frac{ 1 }{ 2 }{{P} ^ {X}} + \frac{ 1 }{ 2 }{{P} ^ {2x - X}}$$ is used. For any $$\beta \in [0, 1]$$, let us introduce the smallest depth region bigger or equal to $$\beta$$, $${R} ^ {\beta}(F) = \bigcap\limits_{\alpha \in A(\beta)} {{{D}_{\alpha}}}(F),$$ where $$A(\beta) = \left\{ \alpha \ge 0:P\left[ {{D}_{\alpha}}(F)\right] \ge \beta\right\}$$. Then for a locality parameter $$\beta$$ we can take a neighbourhood of a point $$x$$ as $$R_{x} ^ {\beta}(P)$$.

Formally, let $$D(\cdot, P)$$ be a depth function. Then the local depth with the locality parameter $$\beta$$ and w.r.t. a point $$x$$ is defined as $$L{{D} ^ {\beta}}(z, P):z \to D(z, P_{x} ^ {\beta}),$$ where $$P_{x} ^ {\beta}(\cdot) = P\left( \cdot |R_{x} ^ {\beta}(P)\right)$$ is cond. distr. of $$P$$ conditioned on $$R_{x} ^ {\beta}(P)$$.

## 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

# NOT RUN { # 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") )) # }