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RCMinification (version 1.2)

robustSD: Tatum's Robust Estimate of the Standard Deviation

Description

Standard deviation estimate which is insensitive to outliers and random trends.

Usage

robustSD(x)

Arguments

x

A numeric vector.

Author

L. Han

References

Tatum, L.G. (1997) Robust Estimation of the Process Standard Deviation for Control Charts. Journal of the American Statistical Association 39, pp 127-141.

Examples

Run this code
robustSD(EuStockMarkets[,1])

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