SEARCH MATHEMATICA 8 DOCUMENTATION

THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE DOCUMENTATION CENTER FOR THE LATEST INFORMATION.

Multivariate Statistics Package Symbol

MultivariateTrimmedMean

MultivariateTrimmedMean[matrix, f]
gives the mean of the bivariate data matrix after dropping a fraction f of the outermost vectors.

To use MultivariateTrimmedMean, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].

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, f] approaches ConvexHullMedian[matrix] as f approaches 1.

Multivariate trimmed mean of bivariate data:

Needs["MultivariateStatistics`"]

Multivariate trimmed mean of bivariate data: