hodges_lehmann_2sample {robnptests} | R Documentation |
hodges_lehmann_2sample
calculates the two-sample Hodges-Lehmann
estimator for the location difference of two samples x and y.
hodges_lehmann_2sample(x, y, na.rm = FALSE)
x |
a (non-empty) numeric vector of data values. |
y |
a (non-empty) numeric vector of data values. |
na.rm |
a logical value indicating whether NA values in |
The two-sample Hodges-Lehmann estimator for two samples x
and y
of sizes m
and n
is defined as
med(|x_i - y_j|, 1 \le i \le m, 1 \le j \le n).
The two-sample Hodges-Lehmann estimator.
Hodges JL, Lehmann EL (1963). “Estimates of location based on rank tests.” The Annals of Mathematical Statistics, 34(2), 598–611. doi:10.1214/aoms/1177704172.
# Generate random samples
set.seed(108)
x <- rnorm(10); y <- rnorm(10)
# Compute two-sample Hodges-Lehmann estimator
hodges_lehmann_2sample(x, y)