Calculates the Hodges-Lehman estimate of location --which is consistent for the true pseudomedian-- using Walsh averages (Hollander and Wolfe 1999, pgs. 51-55). If requested, the function also provides confidence intervals for the true pseudomedian. In a symmetric distribution the mean, median, and pseudomedian will be identical.
Usage
HL.mean(x, conf = NULL, method = "exact")
Arguments
x
A vector of quantitative data.
conf
A proportion specifying 1 - P(type I error).
method
method for confidence interval calculation. One of "approx", which uses a normal approximation, or "exact", which uses the Wilcoxon sign-rank quantile function (see Hollander and Wolfe 1999).
Author
Ken Aho
References
Hollander, M., and Wolfe, D. A (1999) Nonparametric Statistical Methods. New York: John Wiley & Sons.