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Function Repository Resource:

MultivariateTrimmedMean

Source Notebook

Find the mean of multivariate data after removing outermost points

Contributed by: Wolfram Research

ResourceFunction["MultivariateTrimmedMean"][matrix,f]

gives the mean of the bivariate data matrix after dropping a fraction f of the outermost vectors.

Details and Options

ResourceFunction["MultivariateTrimmedMean"] gives a robust estimate of the mean by excluding extreme values.
The outlying vectors are removed by repeatedly peeling off layers of convex hulls from the data until at least a fraction f have been removed.
ResourceFunction["MultivariateTrimmedMean"] interpolates between the means of the points remaining before and after the last layer is removed.
ResourceFunction["MultivariateTrimmedMean"][matrix,0] is equivalent to Mean[matrix].
ResourceFunction["MultivariateTrimmedMean"][matrix,f] approaches ConvexHullMedian[matrix] as f approaches 1.

Examples

Basic Examples

Multivariate trimmed mean of bivariate data:

In[1]:=
ResourceFunction[
 "MultivariateTrimmedMean"][{{1, 2}, {3, 4}, {2, 5}, {5, 3}, {5, 10}},
  1/2]
Out[1]=

Requirements

Wolfram Language 11.3 (March 2018) or above

Resource History

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