Mloc: M-estimate of location
In Mufabo/Rrobustsp: Robust Signal Processing
View source: R/Location_Scale.R
Mloc R Documentation
M-estimate of location
Description
Mloc computes the M-estimates of location using an auxiliary scale
estimate. It uses the iterative reweighted least squares (IRWLS) algorithm
Usage
Mloc(y, lossfun)
Arguments
y
: (numeric) data vector of size N
lossfun
: (string) either 'huber' or 'tukey' to identify the desired
loss function
Value
mu_hat: M-estimate of location
Note
File location : Location_Scale.R
Examples
Mloc(rnorm(5), 'huber')
Mloc(rnorm(5), 'tukey')
Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.
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View source: R/Location_Scale.R
| Mloc | R Documentation |
M-estimate of location
Description
Mloc computes the M-estimates of location using an auxiliary scale estimate. It uses the iterative reweighted least squares (IRWLS) algorithm
Usage
Mloc(y, lossfun)
Arguments
y |
: (numeric) data vector of size N |
lossfun |
: (string) either 'huber' or 'tukey' to identify the desired loss function |
Value
mu_hat: M-estimate of location
Note
File location : Location_Scale.R
Examples
Mloc(rnorm(5), 'huber') Mloc(rnorm(5), 'tukey')
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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