IDEAS home Printed from https://ideas.repec.org/a/jss/jstsof/v065i02.html
   My bibliography  Save this article

CompPD: A MATLAB Package for Computing Projection Depth

Author

Listed:
  • Liu, Xiaohui
  • Zuo, Yijun

Abstract

Since the seminal work of Tukey (1975), depth functions have proved extremely useful in robust data analysis and inference for multivariate data. Many notions of depth have been developed in the last decades. Among others, projection depth appears to be very favorable. It turns out that (Zuo 2003 ; Zuo, Cui, and He 2004; Zuo 2006), with appropriate choices of univariate location and scale estimators, the projection depth induced estimators usually possess very high breakdown point robustness and infinite sample relative efficiency. However, the computation of the projection depth seems hopeless and intimidating if not impossible. This hinders the further inference procedures development in practice. Sporadically algorithms exist in individual papers, though an unified computation package for projection depth has not been documented. To fill the gap, a MATLAB package entitled CompPD is presented in this paper, which is in fact an implementation of the latest developments (Liu, Zuo, and Wang 2013; Liu and Zuo 2014). Illustrative examples are also provided to guide readers through step-by-step usage of package CompPD to demonstrate its utility.

Suggested Citation

  • Liu, Xiaohui & Zuo, Yijun, 2015. "CompPD: A MATLAB Package for Computing Projection Depth," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 65(i02).
  • Handle: RePEc:jss:jstsof:v:065:i02
    DOI: http://hdl.handle.net/10.18637/jss.v065.i02
    as

    Download full text from publisher

    File URL: https://www.jstatsoft.org/index.php/jss/article/view/v065i02/v65i02.pdf
    Download Restriction: no

    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v065i02/CompPD.zip
    Download Restriction: no

    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v065i02/v65i02.m
    Download Restriction: no

    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v065i02/BostData.mat
    Download Restriction: no

    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v065i02/quakes.mat
    Download Restriction: no

    References listed on IDEAS

    as
    1. Bazovkin, Pavel & Mosler, Karl, 2012. "An Exact Algorithm for Weighted-Mean Trimmed Regions in Any Dimension," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i13).
    2. Marc Hallin & Davy Paindaveine & Miroslav Siman, 2008. "Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth," Working Papers ECARES 2008_042, ULB -- Universite Libre de Bruxelles.
    3. Mosler, Karl & Lange, Tatjana & Bazovkin, Pavel, 2009. "Computing zonoid trimmed regions of dimension d>2," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2500-2510, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. repec:eee:jmvana:v:166:y:2018:i:c:p:32-49 is not listed on IDEAS

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jss:jstsof:v:065:i02. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum) or (). General contact details of provider: http://www.jstatsoft.org/ .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.