Computing the Oja Median in R: The Package OjaNP

被引：4

作者：

Fischer, Daniel ^{[1
,2
]}

Mosler, Karl ^{[3
]}

Mottonen, Jyrki ^{[4
]}

Nordhausen, Klaus ^{[5
]}

Pokotylo, Oleksii ^{[3
]}

Vogel, Daniel ^{[6
]}

机构：

[1] Nat Resources Inst Finland, Jokioinen, Finland

[2] Univ Tampere, Tampere, Finland

[3] Univ Cologne, Cologne, Germany

[4] Univ Helsinki, Helsinki, Finland

[5] Vienna Univ Technol, Vienna, Austria

[6] Univ Aberdeen, Aberdeen, Scotland

来源：

JOURNAL OF STATISTICAL SOFTWARE | 2020年 / 92卷 / 08期

基金：

芬兰科学院;

关键词：

Oja median; Oja signs; Oja signed ranks; Oja ranks; R; C plus; INVARIANT MULTIVARIATE SIGN; RANK-TESTS; ESTIMATORS; SAMPLES; DEPTH;

D O I：

10.18637/jss.v092.i08

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The Oja median is one of several extensions of the univariate median to the multivariate case. It has many desirable properties, but is computationally demanding. In this paper, we first review the properties of the Oja median and compare it to other multivariate medians. Then, we discuss four algorithms to compute the Oja median, which are implemented in our R package OjaNP. Besides these algorithms, the package contains also functions to compute Oja signs, Oja signed ranks, Oja ranks, and the related scatter concepts. To illustrate their use, the corresponding multivariate one- and C-sample location tests are implemented.

引用

页码：1 / 36

页数：36

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