mscale | R Documentation |

Compute the M-estimate of scale using the MAD as initial estimate.

mscale( x, delta = 0.5, rho = c("bisquare", "huber", "gauss"), cc, eps = 1e-08, maxit = 200 )

`x` |
numeric vector. |

`delta` |
desired value for the right-hand side of the M-estimation equation. |

`rho` |
rho function to use in the M-estimation equation. Valid options
are |

`cc` |
non-negative constant for the chosen rho function. If missing, it will be
chosen such that the expected value of the rho function under the normal model
is equal to |

`eps` |
threshold for convergence. Defaults to |

`maxit` |
maximum number of iterations. Defaults to |

This solves the M-estimation equation given by

*∑_{i=1}^n ρ( x_i / s_n; cc ) = n delta*

All `NA`

values in `x`

are removed before calculating the scale.

Numeric vector of length one containing the solution `s_n`

to
the equation above.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.