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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/varDiff.R
\name{varDiff}
\alias{varDiff}
\alias{sdDiff}
\alias{madDiff}
\alias{iqrDiff}
\alias{rowVarDiffs}
\alias{colVarDiffs}
\alias{rowSdDiffs}
\alias{colSdDiffs}
\alias{rowMadDiffs}
\alias{colMadDiffs}
\alias{rowIQRDiffs}
\alias{colIQRDiffs}
\title{Estimation of scale based on sequential-order differences}
\usage{
varDiff(x, idxs = NULL, na.rm = FALSE, diff = 1L, trim = 0, ...)
sdDiff(x, idxs = NULL, na.rm = FALSE, diff = 1L, trim = 0, ...)
madDiff(x, idxs = NULL, na.rm = FALSE, diff = 1L, trim = 0,
constant = 1.4826, ...)
iqrDiff(x, idxs = NULL, na.rm = FALSE, diff = 1L, trim = 0, ...)
rowVarDiffs(x, rows = NULL, cols = NULL, na.rm = FALSE, diff = 1L,
trim = 0, ..., useNames = TRUE)
colVarDiffs(x, rows = NULL, cols = NULL, na.rm = FALSE, diff = 1L,
trim = 0, ..., useNames = TRUE)
rowSdDiffs(x, rows = NULL, cols = NULL, na.rm = FALSE, diff = 1L,
trim = 0, ..., useNames = TRUE)
colSdDiffs(x, rows = NULL, cols = NULL, na.rm = FALSE, diff = 1L,
trim = 0, ..., useNames = TRUE)
rowMadDiffs(x, rows = NULL, cols = NULL, na.rm = FALSE, diff = 1L,
trim = 0, ..., useNames = TRUE)
colMadDiffs(x, rows = NULL, cols = NULL, na.rm = FALSE, diff = 1L,
trim = 0, ..., useNames = TRUE)
rowIQRDiffs(x, rows = NULL, cols = NULL, na.rm = FALSE, diff = 1L,
trim = 0, ..., useNames = TRUE)
colIQRDiffs(x, rows = NULL, cols = NULL, na.rm = FALSE, diff = 1L,
trim = 0, ..., useNames = TRUE)
}
\arguments{
\item{x}{A \code{\link[base]{numeric}} \code{\link[base]{vector}} of length
N or a \code{\link[base]{numeric}} NxK \code{\link[base]{matrix}}.}
\item{idxs}{A \code{\link[base]{vector}} indicating subset of elements to
operate over. If \code{\link[base]{NULL}}, no subsetting is done.}
\item{na.rm}{If \code{\link[base:logical]{TRUE}}, missing values are
excluded.}
\item{diff}{The positional distance of elements for which the difference
should be calculated.}
\item{trim}{A \code{\link[base]{double}} in [0,1/2] specifying the fraction
of observations to be trimmed from each end of (sorted) \code{x} before
estimation.}
\item{...}{Not used.}
\item{constant}{A scale factor adjusting for asymptotically normal
consistency.}
\item{rows}{A \code{\link[base]{vector}} indicating subset of rows to
operate over. If \code{\link[base]{NULL}}, no subsetting is done.}
\item{cols}{A \code{\link[base]{vector}} indicating subset of columns to
operate over. If \code{\link[base]{NULL}}, no subsetting is done.}
\item{useNames}{If \code{\link[base:logical]{TRUE}} (default), names
attributes of the result are set, otherwise not.}
}
\value{
Returns a \code{\link[base]{numeric}} \code{\link[base]{vector}} of
length 1, length N, or length K.
}
\description{
Estimation of scale based on sequential-order differences, corresponding to
the scale estimates provided by \code{\link[stats]{var}},
\code{\link[stats]{sd}}, \code{\link[stats]{mad}} and
\code{\link[stats]{IQR}}.
}
\details{
Note that n-order difference MAD estimates, just like the ordinary MAD
estimate by \code{\link[stats]{mad}}, apply a correction factor such that
the estimates are consistent with the standard deviation under Gaussian
distributions.
The interquartile range (IQR) estimates does \emph{not} apply such a
correction factor. If asymptotically normal consistency is wanted, the
correction factor for IQR estimate is \code{1 / (2 * qnorm(3/4))}, which is
half of that used for MAD estimates, which is \code{1 / qnorm(3/4)}. This
correction factor needs to be applied manually, i.e. there is no
\code{constant} argument for the IQR functions.
}
\references{
[1] J. von Neumann et al., \emph{The mean square successive
difference}. Annals of Mathematical Statistics, 1941, 12, 153-162.\cr
}
\seealso{
For the corresponding non-differentiated estimates, see
\code{\link[stats]{var}}, \code{\link[stats]{sd}}, \code{\link[stats]{mad}}
and \code{\link[stats]{IQR}}. Internally, \code{\link{diff2}}() is used
which is a faster version of \code{\link[base]{diff}}().
}
\author{
Henrik Bengtsson
}
\keyword{iteration}
\keyword{robust}
\keyword{univar}
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