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 language | English |
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Article number | 8 |
Pages (from-to) | 1-36 |
Number of pages | 36 |
Journal | Journal of Statistical Software |
Volume | 92 |
Issue number | 8 |
DOIs | |
Publication status | Published - 23 Feb 2020 |
Bibliographical note
AcknowledgementsThe work of Klaus Nordhausen was supported by the Academy of Finland (grant 268703). Oleksii Pokotylo is supported by the Cologne Graduate School of Management, Economics and Social Sciences. The work of Daniel Vogel was supported by the DFG collaborate research grant SFB 823
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