Returns a scale estimation as calculated by the (robust) Qn estimator.
a vector of data
the finite sample bias correction factor. By default a value of ~ 2.219144 is used (assuming normality).
The Qn estimator computes the first quartile of the pairwise absolute differences of all data values.
The estimated scale of the data.
Earlier implementations used a wrong correction factor for the final result. Thus qn estimations computed with package pcaPP version > 1.8-1 differ about 0.12% from earlier estimations (version <= 1.8-1).
See the vignette "Compiling pcaPP for Matlab" which comes with this package to compile and use this function in Matlab.
Heinrich Fritz, Peter Filzmoser <[email protected]>
P.J. Rousseeuw, C. Croux (1993) Alternatives to the Median Absolute Deviation, JASA, 88, 1273-1283.
1 2 3
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.