The data consists of a sample of size
, denoted by
, drawn from a random variable
.
g07dac first computes the median
and from this the median absolute deviation can be computed,
Finally, a robust estimate of the standard deviation is computed,
where
is the value of the inverse standard Normal function at the point
.
g07dac is based upon the algorithm used in the function LTMDDV in the ROBETH library, see
Marazzi (1987).
Marazzi A (1987) Subroutines for robust and bounded influence regression in ROBETH Cah. Rech. Doc. IUMSP, No. 3 ROB 2 Institut Universitaire de Médecine Sociale et Préventive, Lausanne
The computations are believed to be stable.
Background information to multithreading can be found in the
Multithreading documentation.
g07dac may be called with the same actual array supplied for arguments
x and
y, in which case the sorted data values will overwrite the original contents of
x.
The following program reads in a set of data consisting of eleven observations of a variable
x. The median, median absolute deviation and a robust estimate of the standard deviation are calculated and printed along with the sorted data in output array
y.