huber_mean: Element-wise adaptive Huber mean estimator
In HaotianXu/rcov: Robust Autocovariance Matrix Estimation
huber_mean R Documentation
Element-wise adaptive Huber mean estimator
Description
Computes the element-wise adaptive Huber mean estimator
Usage
huber_mean(x, tau, ...)
Arguments
x
A numeric vector of observations.
tau
A numeric scalar corresponding to the robustification parameter (larger than 0).
...
Additional arguments.
Value
A numeric scalar corresponding to the adaptive Huber mean estimator.
Author(s)
Haotian Xu
Examples
set.seed(123)
X = rt(100, 3)
mean(X)
huber_mean(X, 6)
HaotianXu/rcov documentation built on May 14, 2023, 5:04 a.m.
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| huber_mean | R Documentation |
Element-wise adaptive Huber mean estimator
Description
Computes the element-wise adaptive Huber mean estimator
Usage
huber_mean(x, tau, ...)
Arguments
x |
A |
tau |
A |
... |
Additional arguments. |
Value
A numeric scalar corresponding to the adaptive Huber mean estimator.
Author(s)
Haotian Xu
Examples
set.seed(123)
X = rt(100, 3)
mean(X)
huber_mean(X, 6)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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