Calculate the pseudo-Huber smoothed median

Calculate the pseudo-Huber smoothed median using a quadratic approximation to the pseudo-Huber criterion detailed in supplement to Clausen et al. (2024).

Usage

pseudohuber_median(x, d = 0.1, tolerance = 1e-08, na.rm = FALSE)

psuedohuber_median(x, d = 0.1, tolerance = 1e-08, na.rm = FALSE)

Arguments

x

A vector to calculate the pseudo-Huber smoothed median for.

d

Smoothing parameter, by default set to 0.1. As d approaches 0 this function approaches the median and as d approaches infinity this function approaches the mean.

tolerance

Tolerance used to determine convergence in the algorithm used to calculate this function value.

na.rm

Default is FALSE, if FALSE then when x includes at least one NA value then NA is returned, if TRUE then when x includes at least one NA value then that value is removed and the pseudo-Huber median is computed without it.

Value

The calculated pseudo-Huber smoothed median over x with smoothing parameter d.

Examples

pseudohuber_median(x = rnorm(10), d = 0.1)
#> [1] -0.252525