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 = consistency_const(bdp, "bisquare"),
  opts = mscale_algorithm_options(),
  delta = deprecated(),
  rho = deprecated(),
  eps = deprecated(),
  maxit = deprecated()
)

Arguments

x	numeric values. Missing values are verbosely ignored.
bdp	desired breakdown point (between 0 and 0.5).
cc	cutoff value for the bisquare 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.
delta	deprecated. Use bpd instead.
rho, eps, maxit	deprecated. Instead set control options for the algorithm with the opts arguments.

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 Sept. 11, 2024, 6:51 p.m.