Computing the Oja Median in R: The Package OjaNP

Daniel Fischer, Karl Mosler, Jyrki Möttönen, Klaus Nordhausen, Oleksii Pokotylo, Daniel Vogel

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Abstract

The Oja median is one of several extensions of the univariate median to the multivariate case. It has many desirable properties, but is computationally demanding. In this paper, we first review the properties of the Oja median and compare it to other multivariate medians. Then, we discuss four algorithms to compute the Oja median, which are implemented in our R package OjaNP. Besides these algorithms, the package contains also functions to compute Oja signs, Oja signed ranks, Oja ranks, and the related scatter concepts. To illustrate their use, the corresponding multivariate one-and C-sample location tests are implemented.

Original languageEnglish
Article number8
Pages (from-to)1-36
Number of pages36
JournalJournal of Statistical Software
Volume92
Issue number8
DOIs
Publication statusPublished - 23 Feb 2020

Keywords

  • Oja median
  • Oja signs
  • Oja signed ranks
  • Oja ranks
  • R,C,C++
  • R, C++
  • R
  • ESTIMATORS
  • C plus
  • SAMPLES
  • DEPTH
  • INVARIANT MULTIVARIATE SIGN
  • RANK-TESTS

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