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# Copyright (c) 2020, Avraham Adler All rights reserved
# SPDX-License-Identifier: BSD-2-Clause
# Robust Scale Estimator found in Rousseeuw & Verboven (2002)
robScale <- function(x, loc = NULL, implbound = 1e-4, na.rm = FALSE,
maxit = 80L, tol = sqrt(.Machine$double.eps)) {
if (na.rm) {
x <- x[!is.na(x)]
} else {
if (anyNA(x)) {
stop("There are NAs in the data yet na.rm is FALSE")
}
}
if (!is.null(loc)) {
x <- x - loc
s <- 1.4826 * median(abs(x))
t <- 0
minobs <- 3L
} else {
s <- mad(x)
t <- median(x)
minobs <- 4L
}
if (length(x) < minobs) {
if (mad(x) <= implbound) {
return(adm(x))
} else {
return(mad(x))
}
} else {
converged <- FALSE
k <- 0L
while (!converged && k < maxit) {
k <- k + 1L
v <- sqrt(2 * mean((2 * plogis(((x - t) / s) /
0.37394112142347236) - 1) ^ 2))
converged <- abs(v - 1) <= tol
s <- s * v
}
return(s)
}
}
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