huber.one.step: Huber one step M-estimator

In asbio: A Collection of Statistical Tools for Biologists

Huber one step M-estimator

Description

Returns the first Raphson-Newton iteration of the function Huber.NR.

Usage

huber.one.step(x, c = 1.28)

Arguments

x	Vector of quantitative data
c	Bend criterion. The value c = 1.28 gives 95% efficiency of the mean given normality.

Details

The Huber M-estimator function usually converges fairly quickly, hence the justification of the Huber one step estimator. The function uses the Median Absolute Deviation function, mad. If MAD = 0, then NA is returned.

Value

Returns the Huber one step estimator.

Author(s)

Ken Aho

References

Huber, P. J. (2004) Robust Statistics. Wiley.

Wilcox, R. R. (2005) Introduction to Robust Estimation and Hypothesis Testing, Second Edition. Elsevier, Burlington, MA.

See Also

huber.mu, huber.NR, mad

Examples

x<-rnorm(100)
huber.one.step(x)

asbio documentation built on May 29, 2024, 5:57 a.m.