The code files provide Matlab implementation of the proposed algorithms. 

As a demonstration, the user can run "Demo_depth_computation.m" to calculate location/regression/glmdepth, and other PHD. "Demo_sparsitydepth.m" can be used to calculate the Theta^#-depth. "Demo_RRRDepth.m" can be used to calculate the RRR-depth. "Demo_depth_computation_simu.m" can be used to reproduce the simulation results in the paper. 
