Computing the Oja Median in R : The Package OjaNP

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 algor...

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Bibliographic Details
Published in:Journal of statistical software 2020-02, Vol.92 (8), p.1-36
Main Authors: Fischer, Daniel, Mosler, Karl, Möttönen, Jyrki, Nordhausen, Klaus, Pokotylo, Oleksii, Vogel, Daniel
Format: Article
Language:English
Subjects:
c++
oja median
oja ranks
oja signed ranks
oja signs
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Summary: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.
ISSN:1548-7660
1548-7660
DOI:10.18637/jss.v092.i08