mloc: Compute the M-estimate of Location

In pense: Penalized Elastic Net S/MM-Estimator of Regression

Compute the M-estimate of Location

Description

Compute the M-estimate of location using an auxiliary estimate of the scale.

Usage

mloc(x, scale, rho = "bisquare", eff = 0.9, cc, max_it = 200, eps = 1e-08)

Arguments

x	numeric values. Missing values are verbosely ignored.
scale	scale of the x values. If omitted, uses the mad().
rho	the \rho function to use. See rho_function() for available functions.
eff	desired efficiency under the Normal model.
cc	value of the tuning constant for the chosen \rho function. If specified, overrides the desired efficiency.
max_it	maximum number of iterations.
eps	numerical tolerance to check for convergence.

Value

a single numeric value, the M-estimate of location.

See Also

Other functions to compute robust estimates of location and scale: mlocscale(), mscale(), tau_size()

pense documentation built on Jan. 27, 2026, 5:06 p.m.