mscale: Compute the M-Scale of Centered Values

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

Compute the M-Scale of Centered Values

Description

Compute the M-scale without centering the values.

Usage

mscale(x, bdp = 0.25, cc, opts = mscale_algorithm_options())

Arguments

x	numeric values. Missing values are verbosely ignored.
bdp	desired breakdown point (between 0 and 0.5).
cc	tuning parameters for the chosen rho function. By default, chosen to yield a consistent estimate for the Normal distribution.
opts	a list of options for the M-scale estimation algorithm, see mscale_algorithm_options() for details.

Value

the M-estimate of scale.

See Also

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

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