const.Q {robfilter}

Correction factors to achieve unbiasedness of the regression-free Q scale estimator

Description

Correction factors for the regression-free Q scale estimator (Rousseeuw and Hubert, 1996, Gelper et al., 2009) to achieve unbiasedness under Gaussian noise; required by the function scarm.filter.

Usage

data(const.Q)

Format

The format is: num [1:151] NA NA NA NA 2.17 ...

Source

The correction factors have been obtained by simulations.

References

Rousseeuw, P. and Hubert, M. (1996) Regression-free and robust estimation of scale for bivariate data, Computational Statistics and Data Analysis, 21(1), 67-85.

Gelper, S., Schettlinger, K., Croux, C., and Gather, U. (2009) Robust online scale estimation in time series: A model-free approach, Journal of Statistical Planning and Inference, 139(2), 335-349.