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, cc, opts = mscale_algorithm_options())

Arguments

x	numeric values. Missing values are verbosely ignored.
scale	scale of the x values. If omitted, uses the mad().
rho	the ρ function to use. See rho_function() for available functions.
cc	value of the tuning constant for the chosen ρ function. By default, chosen to achieve 95% efficiency under the Normal distribution.
opts	a list of options for the M-estimating algorithm, see mscale_algorithm_options() for details.

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 Feb. 16, 2023, 9:36 p.m.