Ref: Celine Meillier et al, GRETSI 2017 https://hal.archives-ouvertes.fr/hal-01563994
This simple and fast method allows to estimate in a robust way the median and the standard deviation under the null hypothesis of data samples that can be contaminated by a source signal. It is a σ-clipping algorithm based on a fixed-point approach.
To install simply download the fronde.m and add it in matlab path.
To get robust variance and mean estimators of null distribution of data sample L
load('L.mat’)
[medclip,stdclip] = fronde(L, 20, 0.9 ,true);