HodgesLehmann
HodgesLehmann Estimator of Location
Function to compute the HodgesLehmann estimator of location in the one sample case.
Simple wrapper to extract the value from the result of wilcox.test
.
 Keywords
 robust, nonparametric, univar
Usage
HodgesLehmann(x, y = NULL, conf.level = NA, na.rm = FALSE)
Arguments
 x
 a numeric vector.
 y
 an optional numeric vector of data values: as with x nonfinite values will be omitted.
 conf.level
 confidence level of.
 na.rm
 logical. Should missing values be removed? Defaults to FALSE.
Details
The HodgesLehmann estimator is the median of the combined data points and Walsh averages.
It is the same as the Pseudo Median returned as a byproduct of the function wilcox.test
.
Note that in the twosample 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
).
Value

the HodgesLehmann 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
References
Hodges, J.L., and Lehmann, E.L. (1963), Estimates of location based on rank tests. The Annals of Mathematical Statistics, 34, 598611.
See Also
Examples
set.seed(1)
x < rt(100, df = 3)
HodgesLehmann(x)
# same as
wilcox.test(x, conf.int = TRUE)$estimate