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Qn

Struct Qn 

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pub struct Qn {
    pub consistency: f64,
    pub finite_sample_correction: bool,
}
Expand description

Qn = c · dₙ · {|rᵢ − rⱼ| : i < j}₍ₖ₎, the k-th order statistic of the pairwise absolute differences with k = C(⌊n/2⌋+1, 2) (≈ the ¼-quantile). The constant c = 2.2219 = 1/(√2·Φ⁻¹(⅝)) gives consistency for σ at the Gaussian; dₙ is a finite-sample correction (Croux & Rousseeuw 1992).

Uses no location step and stays smooth in the data, with ≈ 82% Gaussian efficiency and a 50% breakdown point (versus the MAD’s ≈ 37%).

Evaluated directly over all pairs in O(n²) time / O(n²) space; Rousseeuw & Croux’s O(n log n) algorithm is a possible follow-up (the datasets here are small).

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§consistency: f64

Asymptotic consistency constant (default 2.2219).

§finite_sample_correction: bool

Apply the finite-sample correction dₙ (default true).

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impl Clone for Qn

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fn clone(&self) -> Qn

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Copy for Qn

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impl Debug for Qn

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for Qn

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl ScaleEstimator for Qn

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fn scale(&self, residuals: &[f64]) -> Result<Scale, RobustError>

A robust scale of the given residuals.

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impl Freeze for Qn

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impl RefUnwindSafe for Qn

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impl Send for Qn

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impl Sync for Qn

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impl Unpin for Qn

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impl UnsafeUnpin for Qn

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impl UnwindSafe for Qn

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.