R: scale estimation using the robust Qn estimator

qn {pcaPP} | R Documentation

## scale estimation using the robust Qn estimator

### Description

Returns a scale estimation as calculated by the (robust) Qn estimator.

### Usage

    qn(x, corrFact)

### Arguments

`x` | a vector of data
`corrFact` | the finite sample bias correction factor. By default a value of ~ 2.219144 is used (assuming normality).

### Details

The Qn estimator computes the first quartile of the pairwise absolute differences of all data values.

### Value

The estimated scale of the data.

### Warning

Earlier implementations used a wrong correction factor for the final result. Thus qn estimations computed with package pcaPP version > 1.8-1 differ about 0.12% from earlier estimations (version <= 1.8-1).

### Note

See the vignette "Compiling pcaPP for Matlab" which comes with this package to compile and use this function in Matlab.

### Author(s)

Heinrich Fritz, Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

### References

P.J. Rousseeuw, C. Croux (1993) Alternatives to the Median Absolute Deviation, JASA, 88, 1273-1283.

### See Also

`mad`

### Examples

      # data with outliers
      x <- c(rnorm(100), rnorm(10, 10))
      qn(x)

[Package pcaPP version 2.0-1 Index]