hubers: Huber Proposal 2 Robust Estimator of Location and/or Scale

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

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

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

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

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