sd.unbiased {rQCC}

Unbiased standard deviation

Description

This function computes the unbiased standard deviation of the values in x. If na.rm is TRUE, then missing values are removed before computation proceeds.

Usage

sd.unbiased(x, na.rm = FALSE)

Arguments

x

a numeric vector or an R object which is coercible to one by as.double(x).

na.rm

logical. If TRUE, then missing values are removed before computation proceeds.

Details

sd is not unbiased. This function computes sd divided by c_4(n), where c_4(n) is obtained by c4.factor(n, estimator="sd"){rQCC}.

Author(s)

Chanseok Park

See Also

sd for the square root of var, but it is biased.
Refer to mad.unbiased{rQCC} for finite-sample unbiased median absolute deviation (MAD) estimator, the most robust alternative.

Examples

sd.unbiased(1:2)