Functional Depth Threshold
func_depth_threshold.RdThis function calculates the threshold for the functional depths in order to classify outliers using a bootstrap approach.
Arguments
- data
A matrix where each row is an observation of a time series.
- times
A vector of length equal to the number of columns as data specifying the time points recorded at.
- perc
The percentile of the distribution to use. Default 0.01.
- B
The number of bootstraps to use. If 0, distribution is fitted to empirical depths. Default 1000.