trunc_mean: Element-wise truncated mean estimator

View source: R/mean.R

trunc_meanR Documentation

Element-wise truncated mean estimator

Description

Computes the element-wise truncated mean estimator

Usage

trunc_mean(x, tau, ...)

Arguments

x

A numeric vector of observations.

tau

A numeric scalar corresponding to the robustification parameter (larger than 0).

...

Additional arguments.

Value

A numeric scalar corresponding to the truncated mean estimator.

Author(s)

Haotian Xu

Examples

set.seed(123)
X = rt(100, 3)
mean(X)
trunc_mean(X, 6)


HaotianXu/rcov documentation built on May 14, 2023, 5:04 a.m.