see.M: Visualization of the M-estimation function

see.MR Documentation

Visualization of the M-estimation function

Description

The function provides interactive visualization of robust M estimation of location.

Usage

see.M()

Details

The value c = 1.28 gives 95 percent efficiency of the mean given normality. The sample median and mean can be considered special cases of M-estimators. The value c = 0 provides the sample median, while the value, c = \infty gives the sample mean.

Author(s)

Ken Aho

References

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

See Also

huber.mu, huber.NR


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