lsdSampleMaxDepth.Rd
Calculates the maximum Student depth estimator of location and scale for one dimensional data (an alternative for MED and MAD or for the mean and standard deviation).
lsdSampleMaxDepth(x, iter = 100, eps = 1e-04, p_length = 10)
x | one dimensional vector with sample |
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iter | maximum number of iterations in algorith for calculation Location-Scale Depth |
eps | tolerance level |
p_length | is the maximum length of the precision step at the end |
Calculations are based on lsdepth algorithm written by Ch. Muller.
Mizera, I., Muller, C. H., 2004. Location-scale depth (with discussion). Journal of the American Statistical Association 99, 949--966.
x <- rnorm(100) lsdSampleMaxDepth(x)#> An object of class "LSDepth" #> Slot "max_depth": #> [1] 42 #> #> Slot "mu": #> [1] -0.1461054 #> #> Slot "sigma": #> [1] 0.6705236 #>y <- rf(100, 4, 10) lsdSampleMaxDepth(y)#> An object of class "LSDepth" #> Slot "max_depth": #> [1] 42 #> #> Slot "mu": #> [1] 0.6283853 #> #> Slot "sigma": #> [1] 0.3431733 #>