MoM_mean: Median-of-means estimator
In HaotianXu/rcov: Robust Autocovariance Matrix Estimation
MoM_mean R Documentation
Median-of-means estimator
Description
Compute the classical median-of-means estimator.
Usage
MoM_mean(x, block.size, ...)
Arguments
x
A numeric vector of observations.
block.size
A strictly positive integer scalar corresponding to the block size.
...
Additional arguments.
Value
A numeric scalar corresponding to the median-of-means estimator.
Author(s)
Haotian Xu
Examples
set.seed(123)
X = rt(100, 3)
mean(X)
MoM_mean(X, 10)
HaotianXu/rcov documentation built on May 14, 2023, 5:04 a.m.
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| MoM_mean | R Documentation |
Median-of-means estimator
Description
Compute the classical median-of-means estimator.
Usage
MoM_mean(x, block.size, ...)
Arguments
x |
A |
block.size |
A strictly positive integer scalar corresponding to the block size. |
... |
Additional arguments. |
Value
A numeric scalar corresponding to the median-of-means estimator.
Author(s)
Haotian Xu
Examples
set.seed(123)
X = rt(100, 3)
mean(X)
MoM_mean(X, 10)
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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