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Module robust_location

Module robust_location 

Source
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Robust spatial location estimators.

Provides the geometric median (L1 median in 2-D and 3-D) via the Weiszfeld algorithm with Vardi-Zhang coincidence handling, the coordinate-wise L1 median, and the arithmetic spatial mean.

§References

  • Weiszfeld, E. (1937). Sur le point pour lequel la somme des distances de n points donnés est minimum. Tôhoku Math. J., 43, 355-386.
  • Vardi, Y. & Zhang, C.-H. (2000). The multivariate L1-median and associated data depth. PNAS, 97(4), 1423-1426.

Structs§

RobustLocationOptions
Convergence options for the Weiszfeld iterative algorithm.

Functions§

geometric_median
Compute the geometric median of a set of 2-D points using default options.
geometric_median_3d
Compute the geometric median of a set of 3-D points.
geometric_median_with_options
Compute the geometric median with custom convergence options.
l1_median
Coordinate-wise L1 median (median-of-x, median-of-y).
spatial_mean
Arithmetic spatial mean (centroid) of a set of 2-D points.
weighted_geometric_median
Compute the weighted geometric median of a set of 2-D points.