see.M | R Documentation |
The function provides interactive visualization of robust M estimation of location.
see.M()
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.
Ken Aho
Wilcox, R. R. (2005) Introduction to Robust Estimation and Hypothesis Testing, Second Edition. Elsevier, Burlington, MA.
huber.mu
, huber.NR
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