rob_scale: Robust scale estimators based on median absolute deviation

In robnptests: Robust Nonparametric Two-Sample Tests for Location/Scale

Robust scale estimators based on median absolute deviation

Description

rob_scale calculates an estimator for the within-sample dispersion based on two samples.

Usage

rob_scale(
  x,
  y,
  type = c("S1", "S2", "S3", "S4"),
  na.rm = FALSE,
  check.for.zero = FALSE
)

Arguments

x	a (non-empty) numeric vector of data values.
y	a (non-empty) numeric vector of data values.
type	character that specifies the estimator for the variance, can be "S1", "S2", "S3" and "S4"; see details for description of the scale estimators.
na.rm	a logical value indicating whether NA values in x and y should be stripped before the computation proceeds. The default is na.rm = FALSE.
check.for.zero	logical value indicating a warning should be triggered if the scale estimate is zero. The default is FALSE.

Details

For definitions of the scale estimators, see Fried and Dehling (2011).

If check.for.zero = TRUE, an error is thrown when the scale estimate is zero. This argument is only included because the function is used in rob_perm_statistic to compute values of robust test statistics where the scale estimate is used for standardization. A scale estimate of zero leads to a non-existing test statistic, so that the corresponding test cannot be performed.

Value

An estimate of the pooled variance of the two samples.

References

\insertRef

FriDeh11roburobnptests

robnptests documentation built on Feb. 16, 2023, 7:10 p.m.