sizecor: Bias correction factors for the robust scale estimators MAD,...
In robfilter: Robust Time Series Filters
sizecorrection R Documentation
Bias correction factors for the robust scale estimators MAD, Sn, Qn, and LSH
Description
This matrix contains correction factors for the MAD, Sn, Qn, and LSH scale estimators to achieve unbiasedness under Gaussian noise.
Usage
sizecorrection
Format
A (31x4)-matrix containing correction factors for the MAD, Sn, Qn, and LSH scale estimators.
Source
The correction factors have been obtained by simulations.
robfilter documentation built on Nov. 10, 2022, 5:41 p.m.
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| sizecorrection | R Documentation |
Bias correction factors for the robust scale estimators MAD, Sn, Qn, and LSH
Description
This matrix contains correction factors for the MAD, Sn, Qn, and LSH scale estimators to achieve unbiasedness under Gaussian noise.
Usage
sizecorrection
Format
A (31x4)-matrix containing correction factors for the MAD, Sn, Qn, and LSH scale estimators.
Source
The correction factors have been obtained by simulations.
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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