smoothmest: Smoothed M-estimators for 1-dimensional location

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Some M-estimators for 1-dimensional location (Bisquare, ML for the Cauchy distribution, and the estimators from application of the smoothing principle introduced in Hampel, Hennig and Ronchetti (2011) to the above, the Huber M-estimator, and the median, main function is smoothm), and Pitman estimator.

Author
Christian Hennig <chrish@stats.ucl.ac.uk>
Date of publication
2012-08-23 06:32:14
Maintainer
Christian Hennig <chrish@stats.ucl.ac.uk>
License
GPL
Version
0.1-2
URLs

View on CRAN

Man pages

ddoublex
The double exponential (Laplace) distribution
dhuber
Huber's least favourable distribution
pdens
Auxiliary functions for pitman
pitman
Pitman location estimator
smoothm
Smoothed and unsmoothed 1-d location M-estimators
smpsi
Auxiliary functions for smoothm

Files in this package

smoothmest
smoothmest/MD5
smoothmest/NAMESPACE
smoothmest/R
smoothmest/R/smhuber.R
smoothmest/DESCRIPTION
smoothmest/man
smoothmest/man/smoothm.Rd
smoothmest/man/pitman.Rd
smoothmest/man/pdens.Rd
smoothmest/man/dhuber.Rd
smoothmest/man/smpsi.Rd
smoothmest/man/ddoublex.Rd