md_reldepth {PPCI} | R Documentation |
Relative Depth of a Hyperplane
Description
Finds the relative depth, min((M1-m)/m, (M2-m)/m), where M1 is the maximum density below the optimal hyperplane orthogonal to v and M2 the maximum above, while m is the integrated density on the optimal hyperplane orthogonal to v.
Usage
md_reldepth(v, X, P)
Arguments
v |
a numeric vector of length ncol(X) |
X |
a numeric matrix (num_data x num_dimensions) to be projected on v |
P |
a list of parameters including (at least) $h (positive numeric bandwidth value), $alpha (positive numeric constraint width), $C (positive numeric affecting the slope of the penalty) |
Value
the value of the relative depth of the best hyperplane orthogonal to v.
[Package PPCI version 0.1.5 Index]