ICSNP (version 1.1-2)

vdw.loc: Van der Waerden Estimator of Location

Description

Iterative algorithm to compute the location estimator based on van der Waerden scores (sometimes also referred to as normal scores).

Usage

vdw.loc(x, int.diff = 10, maxiter = 1000, na.action = na.fail)

Value

the van der Waerden score estimator of location.

Arguments

x

a numeric vector.

int.diff

number of observations in internal interval when the estimate is searched.

maxiter

maximum number of iterations.

na.action

a function which indicates what should happen when the data contain 'NA's. Default is to fail.

Author

Klaus Nordhausen

Details

The algorithm searches among the observations and all Walsh averages for the two points nearest around the root of the van der Waerden score criterion. Since the criterion function is monotone first the int.diff of the sorted data points are searched that contain the root. After then determining there the two points of question a linear interpolation is used as an estimate.

References

Hettmansperger, T.P. and McKean, J.W. (1998), Robust Nonparametric Statistical Methods, London, Arnold.

Examples

set.seed(1)
x <- rt(100, df = 3)
vdw.loc(x)
rm(.Random.seed)