Index: trunk/npstat/stat/randomTukeyDepth.hh
===================================================================
--- trunk/npstat/stat/randomTukeyDepth.hh	(revision 901)
+++ trunk/npstat/stat/randomTukeyDepth.hh	(revision 902)
@@ -1,79 +1,89 @@
 #ifndef NPSTAT_RANDOMTUKEYDEPTH_HH_
 #define NPSTAT_RANDOMTUKEYDEPTH_HH_
 
+/*!
+// \file randomTukeyDepth.hh
+//
+// \brief Implementation of Tukey depth using random directions
+//
+// Author: I. Volobouev
+//
+// March 2023
+*/
+
 #include "npstat/nm/Matrix.hh"
 #include "npstat/rng/AbsRandomGenerator.hh"
 
 namespace npstat {
     /**
     // Random Tukey depth calculated within the sample.
     // Function arguments are as follows:
     //
     // sample   should be dimensioned n x d, where d is the
     //          point dimensionality and n is the sample size.
     //
     // rng      random number generator in 1 or d dimensions.
     //
     // covmat   should be dimensioned d x d. The random directions
     //          will be generated by a multivariate normal
     //          distribution with this covariance matrix.
     //
     // nRandom  is the number of random directions to generate.
     //          In addition to random directions, the ordering
     //          will also be perfomed according to the marginals.
     //
     // depth    this array will be filled with depth values
     //          on exit (in the same order of points as in
     //          the "sample" argument).
     //
     // nDepth   is the length of the "depth" array. Should be
     //          at least as large as the sample size.
     */
     template<typename Real>
     void randomTukeyDepth1(const Matrix<Real>& sample,
                            AbsRandomGenerator& rng,
                            const Matrix<double>& covmat,
                            unsigned nRandom,
                            double* depth, unsigned nDepth);
 
     /**
     // Random Tukey depth for each point in a sample calculated
     // using another (reference) sample. Function arguments are
     // as follows:
     //
     // sample   should be dimensioned n x d, where d is the
     //          point dimensionality and n is the sample size.
     //
     // refSample  the depth of each point in the "sample"
     //            argument will be defined with respect
     //            to this sample.
     //
     // rng      random number generator in 1 or d dimensions.
     //
     // covmat   should be dimensioned d x d. The random directions
     //          will be generated by a multivariate normal
     //          distribution with this covariance matrix.
     //
     // nRandom  is the number of random directions to generate.
     //          In addition to random directions, the ordering
     //          will also be perfomed according to the marginals.
     //
     // depth    this array will be filled with depth values
     //          on exit (in the same order of points as in
     //          the "sample" argument).
     //
     // nDepth   is the length of the "depth" array. Should be
     //          at least as large as the "sample" size.
     */
     template<typename Real1, typename Real2>
     void randomTukeyDepth2(const Matrix<Real1>& sample,
                            const Matrix<Real2>& refSample,
                            AbsRandomGenerator& rng,
                            const Matrix<double>& covmat,
                            unsigned nRandom,
                            double* depth, unsigned nDepth);
 }
 
 #include "npstat/stat/randomTukeyDepth.icc"
 
 #endif // NPSTAT_RANDOMTUKEYDEPTH_HH_