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metRology (version 0.9-16.1)

msd: Median scaled difference

Description

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].

See Also

pmsd, qmsd.

Examples

Run this code
data(Pb)
  msd(Pb$value)  # Uses mad(Pb$value) as scale estimate
  msd(Pb$value, Pb$u)  # Scales differences using standard uncertainties

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