lshorth-package: The Length of the Shorth

In lshorth: The Length of the Shorth

Description

Calculates the (localised) length of the shorth and supplies corresponding diagnostic plots.

Details

Package:	lshorth
Type:	Package
Version:	0.1-5
Date:	2012-03-23
License:	LGPL
URL:	http://lshorth.r-forge.r-project.org/

The p-shorth at x is the shortest interval containing the point x and a proportion p of the data. The location of the p-shorth has slow convergence and is not very useful as a location estimator.

The length of the shorth however has better convergence and, if localised, can be used as a diagnostic tool.

Author(s)

G. Sawitzki

Maintainer: G. Sawitzki [e-mail]

References

Grübel, R.: The Length of the Shorth, Annals of Statistics 16.2, 1988, pp 619–628

Sawitzki, G.: Diagnostic Plots for One-Dimensional Data. In: Dirschedl, P. and Ostermann, R. (eds.): Computational Statistics. Papers collected on the Occasion of the 25th Conference on Statistical Computing at Schloss Reisensburg. Physica-Verlag 1994 pp. 237–258
http://statlab.uni-heidelberg.de/reports/by.series/report.08.pdf

Sawitzki, G.: The Shorth Plot. Technical Report, StatLab Heidelberg 1992
(revised version included in the documentation which comes with this package. See doc/TheShorthPlot.pdf)

Examples

library(lshorth)
## shorth plot of normal variates
lshorth(rnorm(50))

lshorth documentation built on May 2, 2019, 6:35 a.m.