Fischer, Daniel, Mosler, Karl, Mottonen, Jyrki, Nordhausen, Klaus ORCID: 0000-0002-3758-8501, Pokotylo, Oleksii and Vogel, Daniel ORCID: 0000-0002-6360-4077 (2020). Computing the Oja Median in R: The Package OjaNP. J. Stat. Softw., 92 (8). S. 1 - 37. LOS ANGELES: JOURNAL STATISTICAL SOFTWARE. ISSN 1548-7660

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Abstract

The Oja median is one of several extensions of the univariate median to the multivariate case. It has many desirable properties, but is computationally demanding. In this paper, we first review the properties of the Oja median and compare it to other multivariate medians. Then, we discuss four algorithms to compute the Oja median, which are implemented in our R package OjaNP. Besides these algorithms, the package contains also functions to compute Oja signs, Oja signed ranks, Oja ranks, and the related scatter concepts. To illustrate their use, the corresponding multivariate one- and C-sample location tests are implemented.

Item Type: Journal Article
Creators:
CreatorsEmailORCIDORCID Put Code
Fischer, DanielUNSPECIFIEDUNSPECIFIEDUNSPECIFIED
Mosler, KarlUNSPECIFIEDUNSPECIFIEDUNSPECIFIED
Mottonen, JyrkiUNSPECIFIEDUNSPECIFIEDUNSPECIFIED
Nordhausen, KlausUNSPECIFIEDorcid.org/0000-0002-3758-8501UNSPECIFIED
Pokotylo, OleksiiUNSPECIFIEDUNSPECIFIEDUNSPECIFIED
Vogel, DanielUNSPECIFIEDorcid.org/0000-0002-6360-4077UNSPECIFIED
URN: urn:nbn:de:hbz:38-346111
DOI: 10.18637/jss.v092.i08
Journal or Publication Title: J. Stat. Softw.
Volume: 92
Number: 8
Page Range: S. 1 - 37
Date: 2020
Publisher: JOURNAL STATISTICAL SOFTWARE
Place of Publication: LOS ANGELES
ISSN: 1548-7660
Language: English
Faculty: Unspecified
Divisions: Unspecified
Subjects: no entry
Uncontrolled Keywords:
KeywordsLanguage
INVARIANT MULTIVARIATE SIGN; RANK-TESTS; ESTIMATORS; SAMPLES; DEPTHMultiple languages
Computer Science, Interdisciplinary Applications; Statistics & ProbabilityMultiple languages
URI: http://kups.ub.uni-koeln.de/id/eprint/34611

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