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biwt: Compute Tukey’s biweight location, scale, and correlation estimates

Overview

The biwt package includes a base function to compute multivariate location, scale, and correlation estimates based on Tukey’s biweight M-estimator. Using the base function, the computations can be applied to a large number of observations to create either a matrix of biweight distances or biweight correlations.

The primary functions in the biwt package are:

  • biwt.est
  • biwt_est
  • biwt.cor
  • biwt_cor
  • biwt_cor_matrix
  • biwt_dist_matrix

Installation

Running the following lines of code in R will install this package from Github:

library(devtools)
devtools::install_github(repo = "hardin47/biwt")

Instructions

See documentation.pdf for information on how to use this package. A portion of the example given in the documentation is reproduced below for convenience.

set.seed(4747)
samp.data <- MASS::mvrnorm(30, mu=c(0,0,0),
                           Sigma=matrix(c(1,.75,-.75,.75,1,-.75,-.75,-.75,1),
                          ncol=3))

r<-0.2 # breakdown

biwt.cor(samp.data[,1:2], r=.2)$biwt.cor
biwt.cor(samp.data[,c(1,3)], r=.2)$biwt.cor
biwt.cor(samp.data[,c(2,3)], r=.2)$biwt.cor


biwt.cor(samp.data, r=.2)

biwt.cor.matrix(samp.data, r=.2)

biwt.dist.matrix(samp.data, r=.2, absval=TRUE)
biwt.dist.matrix(samp.data, r=.2, absval=FALSE)

License

See DESCRIPTION for information.

Author

Johanna Hardin

References