MultivariateStatistics`
MultivariateStatistics`
PolytopeQuantile
PolytopeQuantile[{{x11,x12},…,{xn 1,xn 2}},q]
gives the locus of the q quantile of the bivariate data, where the data has been ordered using convex hulls centered on ConvexHullMedian[{{x11,x12},…,{xn 1,xn 2}}].
Details and Options
- To use PolytopeQuantile, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
- PolytopeQuantile returns a Polytope object, centered at ConvexHullMedian[{x1,…,xn}].
- Outlying vectors are removed by repeatedly peeling off layers of convex hulls from the data until at most a fraction q are left.
- PolytopeQuantile interpolates between the convex hulls of the points remaining before and after the last layer is removed.