huber_estimate: Huber M-estimate

View source: R/Utilities.R

huber_estimateR Documentation

Huber M-estimate

Description

Iteratively computes M-estimates for location and scale. These are robust estimates of the mean and standard deviation of the data.

Usage

huber_estimate(x, k = 1.28, tol = 1e-04)

Arguments

x

Vector of numeric values for which the location and scale should be estimated.

k

Numeric value > 0 that the determines the value beyond which the signal is winsorized.

tol

Tolerance for the iterative procedure.

Value

list with location estimate "mu" and scale estimate "sigma".


power.transform documentation built on April 12, 2025, 5:08 p.m.