Computing the Oja Median in R : The Package OjaNP

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Fischer , D , Mosler , K , Mottonen , J , Nordhausen , K , Pokotylo , O & Vogel , D 2020 , ' Computing the Oja Median in R : The Package OjaNP ' , Journal of Statistical Software , vol. 92 , no. 8 , pp. 1-36 .

Title: Computing the Oja Median in R : The Package OjaNP
Author: Fischer, Daniel; Mosler, Karl; Mottonen, Jyrki; Nordhausen, Klaus; Pokotylo, Oleksii; Vogel, Daniel
Contributor organization: Department of Mathematics and Statistics
Centre for Social Data Science, CSDS
Date: 2020-02
Language: eng
Number of pages: 36
Belongs to series: Journal of Statistical Software
ISSN: 1548-7660
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.
Subject: Oja median
Oja signs
Oja signed ranks
Oja ranks
C plus
111 Mathematics
112 Statistics and probability
113 Computer and information sciences
Peer reviewed: Yes
Rights: cc_by
Usage restriction: openAccess
Self-archived version: publishedVersion

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