nl.mscale: Scale M-estimator with 50% breakdown.

In nlr: Nonlinear Regression Modelling using Robust Methods

Description

Compute High Breakdown point M-estimate of scale σ.

Usage

nl.mscale(u, robfunc, ...)

Arguments

u	Residuals r_i=y_i-f(x_i;θ).
robfunc	Robust ρ_2 function used to compute M-estimate of scale/
...	Ane other parameter passed to ρ function, and others.

Details

This estimate is used in MM-estimate procedure of location parameter θ.

Value

Single Numeric value of σ estimate.

Note

Its value is used inside MM-estimate procedure of parameter θ. Currently work with Hampel ρ function, not all of ρ defined functions. It is called by nlmest.NLM in scale estimation steps, might not be called directly by user.

Author(s)

Hossein Riazoshams, May 2014. Email: [e-mail] URL http://www.riazoshams.com/nlr/

References

Yohai (1987) Annals, Stromberg (1993) JASA.

See Also

nlmest.NLM

Examples

## The function is currently defined as
"nl.mscale"

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