PairedData (version 0.5)

winvar: Winsorized variance

Description

Compute the Winsorized variance for the data in the vector x. tr is the amount of Winsorization which defaults to .2. (from Wilcox, 2005)

Usage

winvar(x,tr=.2,na.rm=FALSE)

Arguments

x

Sample data

tr

Percentage of trimming

na.rm

Missing values

Value

• The winsorized variance

References

Wilcox, R.R. (2005). Introduction to robust estimation and hypothesis testing. Academic Press.

See Also

var

Examples

x<-rnorm(20)
winvar(x)
sqrt(winvar(x))/0.6421