robustSD {RCMinification}

Tatum's Robust Estimate of the Standard Deviation

Description

Standard deviation estimate which is insensitive to outliers and random trends.

Usage

robustSD(x)

Arguments

x

A numeric vector.

Author(s)

L. Han

References

Tatum, L.G. (1997) Robust Estimation of the Process Standard Deviation for Control Charts. Journal of the American Statistical Association 39, pp 127-141.

Examples

robustSD(EuStockMarkets[,1])