R/mestse.R

In WRS2: A Collection of Robust Statistical Methods

Defines functions mestse

Documented in mestse

mestse<-function(x,bend=1.28,...){
#
#   Estimate the standard error of M-estimator using Huber's Psi
#   using estimate of influence function
#
n<-length(x)
mestse<-sqrt(sum((ifmest(x,bend,op=2)^2))/(n*(n-1)))
mestse
}

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