depth returns a k-vector where each entry is the elliptical depth of a point in pts.
Arguments
pts
A kxd matrix containing the k points that one wants to compute the depth. Each row is a point.
x
A nxd matrix containing the reference data. Each row is an observation.
Cx
A dxd scatter matrix for the data x where the default is var(x). When Cx = I(d), it returns the sphercial depth.
References
Elmore, R. T., Hettmansperger, T. P. and Xuan, F. (2000) Spherical Data Depth and a Multivariate Median,
Proceedings of Data Depth: Robust Multivariate Statistical Analysis, Computational Geometry and Applications.