huber: Huber M-estimator of Location with MAD Scale

In MASS: Support Functions and Datasets for Venables and Ripley's MASS

Huber M-estimator of Location with MAD Scale

Description

Finds the Huber M-estimator of location with MAD scale.

Usage

huber(y, k = 1.5, tol = 1e-06)

Arguments

y	vector of data values
k	Winsorizes at k standard deviations
tol	convergence tolerance

Value

list of location and scale parameters

mu	location estimate
s	MAD scale estimate

References

Huber, P. J. (1981) Robust Statistics. Wiley.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

hubers, mad

Examples

huber(chem)

MASS documentation built on June 22, 2024, 10:42 a.m.