hodges_lehmann_2sample {robnptests}

Two-sample Hodges-Lehmann estimator

Description

hodges_lehmann_2sample calculates the two-sample Hodges-Lehmann estimator for the location difference of two samples x and y.

Usage

hodges_lehmann_2sample(x, y, na.rm = FALSE)

Arguments

x

a (non-empty) numeric vector of data values.

y

a (non-empty) numeric vector of data values.

na.rm

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

Details

The two-sample Hodges-Lehmann estimator for two samples x and y of sizes m and n is defined as

med(|x_i - y_j|, 1 \le i \le m, 1 \le j \le n).

Value

The two-sample Hodges-Lehmann estimator.

References

Hodges JL, Lehmann EL (1963). “Estimates of location based on rank tests.” The Annals of Mathematical Statistics, 34(2), 598–611. doi:10.1214/aoms/1177704172.

Examples

# Generate random samples
set.seed(108)
x <- rnorm(10); y <- rnorm(10)

# Compute two-sample Hodges-Lehmann estimator
hodges_lehmann_2sample(x, y)