Function to compute the Hodges-Lehmann estimator of location in the one sample case.
Simple wrapper to extract the value from the result of wilcox.test
.
HodgesLehmann(x, y = NULL, conf.level = NA, na.rm = FALSE)
a numeric vector.
an optional numeric vector of data values: as with x non-finite values will be omitted.
confidence level of.
logical. Should missing values be removed? Defaults to FALSE.
the Hodges-Lehmann estimator of location as a single numeric value if no confidence intervals are requested, and otherwise a numeric vector with 3 elements for the estimate, the lower and the upper confidence interval
The Hodges-Lehmann estimator is the median of the combined data points and Walsh averages.
It is the same as the Pseudo Median returned as a by-product of the function wilcox.test
.
Note that in the two-sample case the estimator for the difference in location parameters does not estimate the difference in medians (a common misconception) but rather the median of the difference between a sample from x and a sample from y.
The confidence interval for the "pseudo median" is extracted from wilcox.test
(conf.int = TRUE
).
Hodges, J.L., and Lehmann, E.L. (1963), Estimates of location based on rank tests. The Annals of Mathematical Statistics, 34, 598--611.
# NOT RUN {
set.seed(1)
x <- rt(100, df = 3)
HodgesLehmann(x)
# same as
wilcox.test(x, conf.int = TRUE)$estimate
# }
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