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MultivariateTrimmedMean

MultivariateTrimmedMean[matrix, f]
gives the mean of the bivariate data matrix after dropping a fraction f of the outermost vectors.
  • MultivariateTrimmedMean gives a robust estimate of the mean by excluding extreme values.
  • The outlying vectors are removed by repeatedly peeling off layers of convex hulls from the data until at least a fraction f have been removed.
  • MultivariateTrimmedMean interpolates between the means of the points remaining before and after the last layer is removed.
  • MultivariateTrimmedMean[matrix, 0] is equivalent to Mean[matrix].
  • MultivariateTrimmedMean[matrix, f] approaches ConvexHullMedian[matrix] as f approaches 1.
Needs["MultivariateStatistics`"]
Multivariate trimmed mean of bivariate data:
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