Opened 12 years ago

Closed 12 years ago

## #666 closed request (fixed)

# Tukey biweight estimator

Reported by: | Peter | Owned by: | Peter |
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Priority: | major | Milestone: | yat 0.8 |

Component: | statistics | Version: | trunk |

Keywords: | Cc: |

### Description (last modified by )

defined as weighted sum

sum(w*x)/sum(w) where w is defined as (1-u^{2})^{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

Description: | modified (diff) |
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### comment:2 Changed 12 years ago by

### comment:3 Changed 12 years ago by

### comment:4 Changed 12 years ago by

Resolution: | → fixed |
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Status: | new → closed |

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

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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.