madn: normalized median absolute deviation
In Mufabo/Rrobustsp: Robust Signal Processing
madn R Documentation
normalized median absolute deviation
Description
madn computes the normalized median absolute deviation estimate of
scale, i.e.,
Usage
madn(y)
Arguments
y
: data vector of size N x 1
Details
mu_hat = arg min_mu SUM_i rho_TUK(y_i - mu)
Value
sig : normalized median absolute deviations scale estimate
Examples
madn(rnorm(5))
Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.
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| madn | R Documentation |
normalized median absolute deviation
Description
madn computes the normalized median absolute deviation estimate of scale, i.e.,
Usage
madn(y)
Arguments
y |
: data vector of size N x 1 |
Details
mu_hat = arg min_mu SUM_i rho_TUK(y_i - mu)
Value
sig : normalized median absolute deviations scale estimate
Examples
madn(rnorm(5))
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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