DepthProc An R Package for Robust Exploration of Multidimensional Economic Phenomena

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. The package consist of among others successful implementations of several data depth techniques involving multivariate quantile-quantile plots, multivariate scatter estimators, multivariate Wilcoxon tests, robust regressions. In order to show the package capabilities, real dataset concerning United Nations Fourth Millennium Goal is used.