const.Q: Correction factors to achieve unbiasedness of the...
In robfilter: Robust Time Series Filters
const.Q R Documentation
Correction factors to achieve unbiasedness of the regression-free Q scale estimator
Description
Correction factors for the regression-free Q scale estimator (Rousseeuw and Hubert, 1996, Gelper et al., 2009) to achieve unbiasedness under Gaussian noise; required by the function scarm.filter.
Usage
data(const.Q)
Format
The format is:
num [1:151] NA NA NA NA 2.17 ...
Source
The correction factors have been obtained by simulations.
References
Rousseeuw, P. and Hubert, M. (1996)
Regression-free and robust estimation of scale for bivariate data,
Computational Statistics and Data Analysis, 21(1), 67-85.
Gelper, S., Schettlinger, K., Croux, C., and Gather, U. (2009)
Robust online scale estimation in time series: A model-free approach,
Journal of Statistical Planning and Inference, 139(2), 335-349.
robfilter documentation built on Nov. 10, 2022, 5:41 p.m.
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| const.Q | R Documentation |
Correction factors to achieve unbiasedness of the regression-free Q scale estimator
Description
Correction factors for the regression-free Q scale estimator (Rousseeuw and Hubert, 1996, Gelper et al., 2009) to achieve unbiasedness under Gaussian noise; required by the function scarm.filter.
Usage
data(const.Q)
Format
The format is: num [1:151] NA NA NA NA 2.17 ...
Source
The correction factors have been obtained by simulations.
References
Rousseeuw, P. and Hubert, M. (1996)
Regression-free and robust estimation of scale for bivariate data,
Computational Statistics and Data Analysis, 21(1), 67-85.
Gelper, S., Schettlinger, K., Croux, C., and Gather, U. (2009)
Robust online scale estimation in time series: A model-free approach,
Journal of Statistical Planning and Inference, 139(2), 335-349.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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