R/meddiff.R

In robts: Robust Time Series Analysis

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##### Hodges-Lehmann Estimator of location difference ###############################
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## calculates the median of all combinations of differences from first and second sample
## input:
# y: first sample
# z: second sample
# cor: additive correction (default is 0)
## output:
# estimator of difference between first and second sample

meddiff <- function(y, z, cor = 0){
  dif <- rep(y, each = length(z))
  dif <- dif - z
  med <- median(dif)
  res <- med - cor
  return(res)
}