Hello Xiao Zhang,
Yes, clustering the samples with respect to sequencing depth is certainly advisable. You can include the higher coverage samples when you analyze the low coverage ones. Let me explain this further: Let's say the low coverage samples are A, the medium coverage samples are B, and the high coverage samples C. Then you should make three cn.MOPS runs:
1.) cn.mops on A,B,C with large window length (low resolution) --> CNV calls for low coverage group A.
2.) cn.mops on B,C with a medium window length --> CNV calls for medium coverage group B.
3.) cn.mops on C with a small window length (high resolution) --> CNV calls for high coverage group C.
The reason is that adding more samples with higher coverage can improve the estimates of each DNA region. However, the CNV calls for the higher coverage samples are at a low resolution.
I hope this helps you with the analysis.