Generates median of scaled differences from each point in a data set to all other points..
Usage
msd(x, s=mad , ...)
Arguments
x
Vector of observations
s
Either a function returning an estimate of scale for x or a vector of
length length(x) of standard errors or standard uncertainties in x.
...
Parameters passed to s if s is a function.
Value
A vector of length length(x) of median scaled deviations for each observation.
Details
For each observation x[i], msd calculates the median of |x[i]-x[j]|/sqrt(s[i]^2+s[j]^2), j!=i,
that is, the median of differences divided by the estimated uncertainties of the distance.
If s is a function, it is applied to x and replicated to length length(x); if
a scalar, it is replicated to length length(x).
The median scaled difference is a measure of how far an individual observation is from
the majority of the other values in the data set. As a rule of thumb, values above
2 are indicative of a suspect (x[i], s[i]) data pair; that is, a value x[i] that
is remote from a large fraction of the remaining data given its associated standard
error or standard uncertainty s[i].