huber_mean: Element-wise adaptive Huber mean estimator.
In changepoints: A Collection of Change-Point Detection Methods
View source: R/general_functions.R
huber_mean R Documentation
Element-wise adaptive Huber mean estimator.
Description
Computes the element-wise adaptive Huber mean estimator.
Usage
huber_mean(x, tau)
Arguments
x
A numeric vector of observations.
tau
A numeric scalar corresponding to the robustification parameter (larger than 0).
Value
A numeric scalar corresponding to the adaptive Huber mean estimator.
Author(s)
Haotian Xu
Examples
set.seed(123)
y = rnorm(100)
mean(y)
huber_mean(y, 1.345)
changepoints documentation built on Sept. 4, 2022, 5:06 p.m.
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View source: R/general_functions.R
| huber_mean | R Documentation |
Element-wise adaptive Huber mean estimator.
Description
Computes the element-wise adaptive Huber mean estimator.
Usage
huber_mean(x, tau)
Arguments
x |
A |
tau |
A |
Value
A numeric scalar corresponding to the adaptive Huber mean estimator.
Author(s)
Haotian Xu
Examples
set.seed(123) y = rnorm(100) mean(y) huber_mean(y, 1.345)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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