Description Usage Arguments Details Author(s) References See Also Examples

Function for the computation of asymmetric median absolute deviation (kMAD)
It coincides with ordinary median absolute deviation (MAD) for *k=1*.

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`x` |
a numeric vector or a distribution. |

`k` |
numeric; tunning parameter for asymmetrical MAD; has to be of length 1 and larger than 1. |

`na.rm` |
logical; if |

`eps` |
numeric; accuracy up to which to state equality of two numeric values |

`up` |
numeric; upper bound for search interval; important in distributions without left/right endpoint. |

`...` |
additional arguments for other functions; not used so far; |

For kMAD (asymmetrial MAD) is a root of the equation:

*kMAD(F,k) = inf{t>0|F(m+kt)-F(m-t)>=1/2}*

,
where `F`

is the cumulative distribution function, `m`

is the median of `F`

.

Peter Ruckdeschel [email protected], Nataliya Horbenko [email protected]

Ruckdeschel, P., Horbenko, N. (2010): Robustness Properties for Generalized Pareto Distributions. ITWM Report 182.

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RobExtremes documentation built on Aug. 10, 2018, 3:05 a.m.

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