total_variation_depth {fdaoutlier} | R Documentation |
This function computes the total variation depth (tvd) and the modified shape similarity index (mss) proposed in Huang and Sun (2019) doi:10.1080/00401706.2019.1574241.
total_variation_depth(dts)
dts |
A matrix or dataframe of size |
This function computes the total variation depth (TVD) and modified shape similarity (MSS) index of a univariate functional data. The definition of the estimates of TVD and MSS can be found in Huang and Sun (2019) doi:10.1080/00401706.2019.1574241.
Returns a list containing the following
tvd |
the total variation depths of the observations of |
mss |
the modified shape similarity index of the observations of |
Oluwasegun Ojo
Huang, H., & Sun, Y. (2019). A decomposition of total variation depth for understanding functional outliers. Technometrics, 61(4), 445-458.
tvd_mss
for outlier detection using TVD and MSS.
dt6 <- simulation_model6()
tvd_object <- total_variation_depth(dt6$data)