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DepthProc An R Package for Robust Exploration of Multidimensional Economic Phenomena

20 August 2014
D. Kosiorowski
Z. Zawadzki
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Abstract

Data depth concept offers a variety of powerful and user friendly tools for robust exploration and inference for multivariate socio-economic phenomena. The offered techniques may be successfully used in cases of lack of our knowledge on parametric models generating data due to their nonparametric nature. This paper presents the R package DepthProc, which is available under GPL-2 licence on CRAN and R-forge servers for Windows, Linux and OS X platform. The package consist of among others successful implementations of several data depth techniques involving multivariate quantile-quantile plots, multivariate scatter estimators, local Wilcoxon tests for multivariate as well as for functional data, robust regressions. In order to show the package capabilities, real datasets concerning United Nations Fourth Millennium Goal and the Internet users activity are used.

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