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Least trimmed squares estimates for univariate location and variance. Data samples are expected to be truly real valued (i.e too many samples having the same value might lead to problems. Written by Jussi Tohka jussi.tohka@cs.tut.fi April 29th 2002. The algorithm (exact) is described in P.J. Rousseeuw and A.M. Leroy: Robust Regression and Outlier Detection John Wiley & Sons 1987. - Returns:
- Returns 0, if successful.
- Parameters:
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| data |
Vector of n sample values; |
| n |
Number of samples |
| mean |
Output: Mean of sample values |
| variance |
Output: Varaince of sample values |
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