Computing the Oja Median in R: The Package OjaNP

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

Research output: Working paper

Abstract

The Oja median is one of several extensions of the univariate median to the multivariate case. It has many nice properties, but is computationally demanding. In this paper, we first review the properties of the Oja median and compare it to other multivariate medians. Afterwards 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
PublisherArXiv
Pages1-36
Number of pages36
Publication statusSubmitted - 24 Jun 2016

Keywords

  • Oja median
  • Oja signs
  • Oja signed ranks
  • Oja ranks
  • R,C,C++

Cite this

Fischer, D., Mosler, K., Möttönen, J., Nordhausen, K., Pokotylo, O., & Vogel, D. (2016). Computing the Oja Median in R: The Package OjaNP. (pp. 1-36). ArXiv.