m_est

<code>m_est</code> calculates an M-estimate of location and its variance
for different psi functions.

Implementations of several robust nonparametric two-sample tests
for location or scale differences. The test statistics are based on robust
location and scale estimators, e.g. the sample median or the Hodges-Lehmann estimators
as described in Fried & Dehling (2011) <doi:10.1007/s10260-011-0164-1>.
The p-values can be computed via the permutation principle, the randomization principle, or by using
the asymptotic distributions of the test statistics under the null hypothesis, which ensures
(approximate) distribution independence of the test decision. To test for a difference in
scale, we apply the tests for location difference to transformed observations; see Fried (2012) <doi:10.1016/j.csda.2011.02.012>.
Random noise on a small range can be added to the original observations in order to
hold the significance level on data from discrete distributions.
The location tests assume homoscedasticity and the scale tests require the
location parameters to be zero.

Sermad Abbas

robnptests

Robust Nonparametric Two-Sample Tests for Location/Scale

Barbara Brune

Roland Fried

m_est function

<dl><dt>x</dt>
<dd>a (non-empty) numeric vector of data values.</dd>
<dt>psi</dt>
<dd>kernel used for optimization.
Must be one of <code>"bisquare"</code>, <code>"hampel"</code> and <code>"huber"</code>.
The default is <code>"huber"</code>.</dd>
<dt>k</dt>
<dd>tuning parameter(s) for the respective kernel function,
defaults to parameters implemented in <code>.Mpsi.tuning.default(psi)</code>
in the package <a href="https://cran.r-project.org/package=robustbase">robustbase</a>.</dd>
<dt>tol</dt>
<dd>tolerance for convergence. The default is 1e-06.</dd>
<dt>max.it</dt>
<dd>the maximum number of iterations. The default is 15.</dd>
<dt>na.rm</dt>
<dd>a logical value indicating whether NA values in <code>x</code> and
<code>y</code> should be stripped before the computation proceeds. The
default is <code>na.rm = FALSE</code>.</dd></dl>

Arguments

M-estimator of location — m_est

<dl>

<dt>x</dt>
<dd>a (non-empty) numeric vector of data values.</dd>


<dt>psi</dt>
<dd>kernel used for optimization.
Must be one of <code>"bisquare"</code>, <code>"hampel"</code> and <code>"huber"</code>.
The default is <code>"huber"</code>.</dd>


<dt>k</dt>
<dd>tuning parameter(s) for the respective kernel function,
defaults to parameters implemented in <code>.Mpsi.tuning.default(psi)</code>
in the package <a href='https://cran.r-project.org/package=robustbase'>robustbase</a>.</dd>


<dt>tol</dt>
<dd>tolerance for convergence. The default is 1e-06.</dd>


<dt>max.it</dt>
<dd>the maximum number of iterations. The default is 15.</dd>


<dt>na.rm</dt>
<dd>a logical value indicating whether NA values in <code>x</code> and
<code>y</code> should be stripped before the computation proceeds. The
default is <code>na.rm = FALSE</code>.</dd>

</dl>

m_est: M-estimator of location

Description

Usage

Value

Arguments

Details

References

Examples