weightedMscale: weightedMscale the M scale of an univariate sample (see...

Description Usage Arguments Value References

View source: R/weightedMscale.R

Description

weightedMscale the M scale of an univariate sample (see reference below)

Usage

1
weightedMscale(u, b = 0.5, weights, c, initialsc = 0)

Arguments

u

an univariate sample of size n.

b

the desired break down point

weights

the weights of each observation.

c

a tuning constant, if consistency to standard normal distribution is desired use normal_consistency_constants

initialsc

the initial scale value, defaults to 0

Value

the weighted-Mscale value

References

Maronna, R. A., Martin, R. D., Yohai, V. J., & Salibián-Barrera, M. (2018). Robust statistics: theory and methods (with R). Wiley.


RMBC documentation built on July 22, 2021, 9:07 a.m.

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