Opened 12 years ago

Closed 12 years ago

#666 closed request (fixed)

Tukey biweight estimator

Reported by: Peter Owned by: Peter
Priority: major Milestone: yat 0.8
Component: statistics Version: trunk
Keywords: Cc:

Description (last modified by Peter)

defined as weighted sum

sum(w*x)/sum(w) where w is defined as (1-u2)2 (if |u|<1; 0 otherwise) and u=(x-median)/(C*mad) where C is a user defined constant/parameter.

Change History (4)

comment:1 Changed 12 years ago by Peter

Description: modified (diff)

comment:2 Changed 12 years ago by Peter

Turns out definition is u=(x-m)/(C*mad) where m is the estimate so one need to solve the equation in iteration. A common approximation is the one-step procedure where one replace m with median. In the full fledge version it seems clever to start with the one-step solution and then iterate from there.

comment:3 Changed 12 years ago by Peter

(In [2508]) adding a functor calculating Tukey Biweight. refs #666

comment:4 Changed 12 years ago by Peter

Resolution: fixed
Status: newclosed

(In [2510]) added TukeyBiweightEstimator?. closes #666

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