View source: R/locationEstimators.R
m_est | R Documentation |
m_est
calculates an M-estimate of location and its variance
for different psi functions.
m_est( x, psi, k = robustbase::.Mpsi.tuning.default(psi), tol = 1e-06, max.it = 15, na.rm = FALSE )
x |
a (non-empty) numeric vector of data values. |
psi |
kernel used for optimization.
Must be one of |
k |
tuning parameter(s) for the respective kernel function,
defaults to parameters implemented in |
tol |
tolerance for convergence. The default is 1e-06. |
max.it |
the maximum number of iterations. The default is 15. |
na.rm |
a logical value indicating whether NA values in |
To compute the M-estimate, the iterative algorithm described in \insertCiteMarMarYoh19robu;textualrobnptests is used. The variance is estimated as in \insertCiteHub81robu;textualrobnptests.
If max.it
contains decimal places, it is truncated to an integer
value.
A named list containing the components:
est |
estimated mean. |
var |
estimated variance. |
MarMarYoh19roburobnptests
\insertRefHub81roburobnptests
# Generate random sample set.seed(108) x <- rnorm(10) # Computer Huber's M-estimate m_est(x, psi = "huber")
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