mscale: Scale M-estimate

In nlr: Nonlinear Regression Modelling using Robust Methods

Description

Scale M-estimator with 50% breakdown

Usage

mscale(u)

Arguments

u	vector of values, in nonlinear regression residuals are used.

Details

Robust M-estimate of scale using rodust loss function rho, to acheive 50% breakdown. Tunning constant k1 should be stored in nl.form object of the robust function.

This is called from nlmest.NLM function to derive MM.estimate.

Value

Minimized Sum of rho function, by reweighting.

Note

General form is developed in nlr package to work for general robust function.

Author(s)

Stromberg (1993)

References

Yohai (1987) Annals, Stromberg (1993) JASA. GKS 2 June 99

See Also

nl.form, nlmest.NLM

Examples

x=c(2,3,10)
mscale(x)

nlr documentation built on July 31, 2019, 5:09 p.m.