MultivariateStatistics`
MultivariateStatistics`

MultivariateTrimmedMean

MultivariateTrimmedMean[matrix,f]

gives the mean of the bivariate data matrix after dropping a fraction f of the outermost vectors.

Details and Options

  • 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,0] is equivalent to Mean[matrix].
  • MultivariateTrimmedMean[matrix,f] approaches ConvexHullMedian[matrix] as f approaches 1.

Examples

Basic Examples  (1)

Multivariate trimmed mean of bivariate data:

Wolfram Research (2007), MultivariateTrimmedMean, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateTrimmedMean.html.

Text

Wolfram Research (2007), MultivariateTrimmedMean, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateTrimmedMean.html.

CMS

Wolfram Language. 2007. "MultivariateTrimmedMean." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateTrimmedMean.html.

APA

Wolfram Language. (2007). MultivariateTrimmedMean. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateTrimmedMean.html

BibTeX

@misc{reference.wolfram_2024_multivariatetrimmedmean, author="Wolfram Research", title="{MultivariateTrimmedMean}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateTrimmedMean.html}", note=[Accessed: 15-July-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_multivariatetrimmedmean, organization={Wolfram Research}, title={MultivariateTrimmedMean}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateTrimmedMean.html}, note=[Accessed: 15-July-2024 ]}