vdw.loc {ICSNP} | R Documentation |
Iterative algorithm to compute the location estimator based on van der Waerden scores (sometimes also referred to as normal scores).
vdw.loc(x, int.diff = 10, maxiter = 1000, na.action = na.fail)
x |
a numeric vector. |
int.diff |
number of observations in internal interval when the estimate is searched. |
maxiter |
maximum number of iterations. |
na.action |
a function which indicates what should happen when the data contain 'NA's. Default is to fail. |
The algorithm searches among the observations and all Walsh averages for the two points nearest around the root of the van der Waerden score criterion. Since the criterion function
is monotone first the int.diff
of the sorted data points are searched that contain the root. After then determining there the two points of question a linear interpolation is used as an estimate.
the van der Waerden score estimator of location.
Klaus Nordhausen, klaus.nordhausen@uta.fi
Hettmansperger, T.P. and McKean, J.W. (1998), Robust Nonparametric Statistical Methods, London, Arnold.
set.seed(1) x <- rt(100, df = 3) vdw.loc(x) rm(.Random.seed)