This calculates a robust average that is unaffected by outliers.
Usage
tbrm(x, C = 9)
Arguments
x
a numeric vector
C
a constant. C is preassigned a value of 9
according to the Cook reference below but other values are
possible.
Value
A numeric mean.
Details
This is a one step computation that follows the Affy whitepaper below,
see page 22. This function is called by chron to
calculate a robust mean. C determines the point at which
outliers are given a weight of 0 and therefore do not contribute to
the calculation of the mean. C = 9 sets values roughly
+/-6 standard deviations to 0. C = 6 is also used in
tree-ring chronology development. Cook and Kairiukstis (1990) have
further details.
An exact summation algorithm (Shewchuk 1997) is used. When some
assumptions about the rounding of floating point numbers and
conservative compiler optimizations hold, summation error is
completely avoided. Whether the assumptions hold depends on the
platform, i.e. compiler and CPU.
References
Statistical Algorithms Description Document, 2002, Affymetrix.
Cook, E. R. and Kairiukstis, L. A. (1990) Methods of
Dendrochronology: Applications in the Environmental Sciences.
Springer. ISBN-13: 978-0792305866.
Mosteller, F. and Tukey, J. W. (1977) Data Analysis and
Regression: a second course in statistics. Addison-Wesley.
ISBN-13: 978-0201048544.
Shewchuk, J. R. (1997) Adaptive Precision Floating-Point Arithmetic
and Fast Robust Geometric Predicates. Discrete and
Computational Geometry, 18(3):305--363. Springer.