win_var {robnptests}

Winsorized variance

Description

win_var calculates the winsorized variance of a sample.

Usage

win_var(x, gamma = 0, na.rm = FALSE)

Arguments

x

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

gamma

a numeric value in [0, 0.5] specifying the fraction of observations to be replaced at each end of the sample before calculating the mean. The default value is 0.2.

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.

Value

A named list containing the following items:

var

winsorized variance.

h

degrees of freedom used for tests based on trimmed means and the winsorized variance.

Examples

# Generate random sample
set.seed(108)
x <- rnorm(10)

# Compute 20% winsorized variance
win_var(x, gamma = 0.2)