qn {pcaPP}R Documentation

scale estimation using the robust Qn estimator

Description

Returns a scale estimation as calculated by the (robust) Qn estimator.

Usage

qn(x)

Arguments

x a vector of data

Details

The Qn estimator computes the first quartile of the pairwise absolute differences of all data values.

Value

The estimated scale of the data.

Author(s)

Heinrich Fritz, Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

References

P.J. Rousseeuw, C. Croux (1993) Alternatives to the Median Absolute Deviation, JASA, 88, 1273-1283.

See Also

mad

Examples

  # data with outliers
  x <- c(rnorm(100), rnorm(10, 10))
  qn(x)

[Package pcaPP version 1.6 Index]