Huber Proposal 2 Robust Estimator of Location and/or Scale

Description

Finds the Huber M-estimator for location with scale specified, scale with location specified, or both if neither is specified.

Usage

1
hubers(y, k = 1.5, mu, s, initmu = median(y), tol = 1e-06)

Arguments

y

vector y of data values

k

Winsorizes at k standard deviations

mu

specified location

s

specified scale

initmu

initial value of mu

tol

convergence tolerance

Value

list of location and scale estimates

mu

location estimate

s

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

huber

Examples

1
2
hubers(chem)
hubers(chem, mu=3.68)

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