[R] Oja median

[roger koenker]

Cross posting is sociopathic.  The Oja median _is_ robust in
several reasonable senses, but admittedly not from a breakdown
perspective.  There are several other options:  for a good review
see, e.g. Multivariate Median, A. Niinimaa and H. Oja
Encyclopedia of Statistical Sciences


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820



On Nov 19, 2008, at 5:40 AM, <Rahul-A.Agarwal at ubs.com> wrote:

>
> Hi Roger,
>
> As we know that The Oja median has (finite) breakdown point 2/n, i.e.,
> is not robust in any reasonable sense, and is quite expensive to
> compute, so do we have some better methodology to compute multivariate
> median
>
>
> Rahul Agarwal
> Analyst
> Equities Quantitative Research
> UBS_ISC, Hyderabad
> On Net: 19 533 6363
>
>
>
>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.