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Minitab local macro # Program to calculate Huber's H15 robust mean and standard deviation. # Last modified: 05/02/01 # Input argument is a single column X, which is not changed. # Executed in a Minitab session by using the command %H15 C # where C is a column, assuming that the program is # saved as a text file in the Minitab subdirectory under the # filename . # If the macro file is saved elsewhere, it must be called by using the session # command %. # The program will run under versions of Minitab from 10Xtra onwards. # The robust technique is designed for medium sized data sets: # Results from small sets should be treated with caution. # Misleading results may be obtained if the program is used on data sets # that are multimodal or strongly skewed or almost invariant. # The algorithm is based on Analyst, 1989, 114, 1693. # See also AMC Technical Brief no 6 on www.rsc.org/lap/rsccom/amc/amc_index.htm #__________________________________________________________ #i/o arguments MCOLUMN X #column of input data #other declarations MCONSTANTS M S #robust mean and sd MCOLUMNS DIFF Y #scratch columns MCONSTANT SA #scratch constant MCONSTANT MAD #median absolute difference MCONSTANT TOL #terminates iteration if < 0.00001 MCONSTANT HIGH LOW #limits for winsorisation MCONSTANT KOUNT #loop counter MCONSTANT MAX MIN #highest and lowest data values MCONSTANT COLUMN #column name MCONSTANT ROBMEAN #output name MCONSTANT ROBSD #ditto #_____________________________________________________________ # set up starting values IF N(X)< 6 NOTE DATA SET TOO SMALL LET M = '*' LET S = '*' EXIT ELSE LET M = MEDIAN(X) LET DIFF = X - M LET MAD= MEDIAN(ABSOLUTE(DIFF)) LET S = MAD/0.6745 ENDIF # initialise variables for iteration LET TOL = 0.1 LET KOUNT=0 LET MAX=MAXIMUM(X)*1.1 LET MIN=MINIMUM(X)*0.9 # iteration WHILE (TOL > 0.00001 AND KOUNT<100) OR KOUNT<10 COPY X Y LET SA = S LET LOW = M-1.5*S LET HIGH = M + 1.5*S #winsorise raw data and update estimates CODE (MIN:LOW) LOW (HIGH:MAX) HIGH Y Y LET M = MEAN(Y) LET S = STDEV(Y)/0.882 #check for sufficient convergence IF SA > 0 LET TOL = ABSOLUTE(SA-S)/SA ELSE NOTE PROBLEM WITH NEAR ZERO SD - TERMINATED LET M = '*' LET S = '*' EXIT ENDIF LET KOUNT=KOUNT+1 ENDWHILE #output NOTE NOTE ROBUST MEAN AND STANDARD DEVIATION NOTE NOTITLE LET ROBMEAN = M LET ROBSD = S KKNAME COLUMN X PRINT COLUMN ROBMEAN ROBSD NOTE TITLE IF KOUNT > 99 NOTE WARNING - ITERATION NOT CONVERGED ENDIF ENDMACRO #____________________________________________________________ ь Qvx┬▌▐XН╘ъы:[\вгуfде▄,¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤¤ Qvx┬▌▐XН╘ъы:[\вгуfде▄,ik{|Яа╡╢█¤ K  о ╬   ? 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