Computing the Oja Median in R: The Package OjaNP
Computation
2020-09-04 v1
Abstract
The Oja median is one of several extensions of the univariate median to the multivariate case. It has many nice properties, but is computationally demanding. In this paper, we first review the properties of the Oja median and compare it to other multivariate medians. Afterwards 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 -sample location tests are implemented.
Keywords
Cite
@article{arxiv.1606.07620,
title = {Computing the Oja Median in R: The Package OjaNP},
author = {Daniel Fischer and Karl Mosler and Jyrki Möttönen and Klaus Nordhausen and Oleksii Pokotylo and Daniel Vogel},
journal= {arXiv preprint arXiv:1606.07620},
year = {2020}
}