shorth {genefilter} | R Documentation |
A location estimator based on the shorth
shorth(x, na.rm=FALSE, tie.action="mean", tie.limit=0.05)
x |
Numeric |
na.rm |
Logical. If TRUE , then non-finite (according to
is.finite ) values in x are ignored. Otherwise,
presence of non-finite or NA values will lead to an error message. |
tie.action |
Character scalar. See details. |
tie.limit |
Numeric scalar. See details. |
The shorth is the shortest interval that covers half of the
values in x
. This function calculates the mean of the x
values that lie in the shorth. This was proposed by Andrews (1972) as a
robust estimator of location.
Ties: if there are multiple shortest intervals,
the action specified in ties.action
is applied.
Allowed values are mean
(the default), max
and min
.
For mean
, the average value is considered; however, an error is
generated if the start indices of the different shortest intervals
differ by more than the fraction tie.limit
of length(x)
.
For min
and max
, the left-most or right-most, respectively, of
the multiple shortest intervals is considered.
Rate of convergence: as an estimator of location of a unimodal distribution, under regularity conditions, the quantity computed here has an asymptotic rate of only $n^{-1/3}$ and a complicated limiting distribution.
See half.range.mode
for an iterative version
that refines the estimate iteratively and has a builtin bootstrapping option.
The mean of the x
values that lie in the shorth.
Wolfgang Huber http://www.ebi.ac.uk/huber, Ligia Pedroso Bras
x = c(rnorm(500), runif(500) * 10) methods = c("mean", "median", "shorth", "half.range.mode") ests = sapply(methods, function(m) get(m)(x)) if(interactive()) { colors = 1:4 hist(x, 40, col="orange") abline(v=ests, col=colors, lwd=3, lty=1:2) legend(5, 100, names(ests), col=colors, lwd=3, lty=1:2) }