huber: Huber M-estimator of Location with MAD Scale
In MASS: Support Functions and Datasets for Venables and Ripley's MASS
huber R Documentation
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 April 12, 2025, 1:56 a.m.
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| huber | R Documentation |
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 |
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)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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