[S] Hodges-Lehman Measure of Location

Ellen Parzynski (ynot4201@hotmail.com)
Fri, 16 Oct 1998 17:03:50 PDT


I wrote the following to plot the influence curve for the Hodges-Lehmann
of location:

function (hlml,n,p)
{ x0<-rep(0,n)
z<rep(0,n)
x<-rnorm(n)
for (i in 1:n)
{ x0[i]<-rnorm(1)
y<-c(x,x0[i])
z{i]<-hlml(y) #hlml computes the Hodges Lehman measure of
#location
}
plot (x0,z)
}

Is the above correct? If not why?

Also I am desperate trying to figure out how to compare the median of a
sample X and the Hodges Lehman measure of location of the same sample
(in SPLUS).

Thanks of your suggestions.

Ellen Parzynski.

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