https://github.com/andreyakinshin/paper-qad

Quantile absolute deviation
https://github.com/andreyakinshin/paper-qad

Last synced: 25 days ago
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Quantile absolute deviation

• Host: GitHub
• URL: https://github.com/andreyakinshin/paper-qad
• Owner: AndreyAkinshin
• License: other
• Created: 2022-08-29T09:37:21.000Z (about 2 years ago)
• Default Branch: master
• Last Pushed: 2022-09-23T08:56:22.000Z (about 2 years ago)
• Last Synced: 2023-03-28T00:49:10.103Z (over 1 year ago)
• Language: R
• Homepage:
• Size: 43.9 KB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

        
# Quantile absolute deviation

The repository contains auxiliary data for the paper "Quantile absolute deviation":

* The source code of the paper: `qad.Rmd`, `tex/*.tex`, `references.bib`, `*.R`

* The source code of all simulations: `main.R`

* The finite-sample consistency constants for MAD, SQAD, OQAD: `data-consistency-constants.csv`

* The finite-sample Gaussian efficiency of the QAD estimators: `data-scale-efficiency.csv`

* The finite-sample Gaussian efficiency of the THDME estimators: `data-location-efficiency.csv`

* The reference implementation of the QAD estimators: `reference-implementation-qad.R`

* The reference implementation of the THDME estimators: `reference-implementation-thdme.R`