const.Q {robfilter} | R Documentation |
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.
[Package robfilter version 4.1.5 Index]