MlocHUB: Huber's M-estimate of location
In Mufabo/Rrobustsp: Robust Signal Processing
View source: R/Location_Scale.R
MlocHUB R Documentation
Huber's M-estimate of location
Description
Mloc_HUB computes Huber's M-estimate of
location, i.e.,
Usage
MlocHUB(y, c = 1.345, max_iters = 1000, tol_err = 1e-05)
Arguments
tol_err
: scalar threshold value for stopping iteration. Default 1e-5
y:
real valued data vector of size N x 1
c:
tuning constant c>=0
Details
mu_hat = arg_{min_mu} ∑{i} rho_{HUB}(y_{i} - μ)
Value
mu_hat: Huber's M-estimate of location
Note
File location : Location_Scale.R
Examples
MlocHUB(rnorm(4))
Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.
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View source: R/Location_Scale.R
| MlocHUB | R Documentation |
Huber's M-estimate of location
Description
Mloc_HUB computes Huber's M-estimate of location, i.e.,
Usage
MlocHUB(y, c = 1.345, max_iters = 1000, tol_err = 1e-05)
Arguments
tol_err |
: scalar threshold value for stopping iteration. Default 1e-5 |
y: |
real valued data vector of size N x 1 |
c: |
tuning constant c>=0 |
Details
mu_hat = arg_{min_mu} ∑{i} rho_{HUB}(y_{i} - μ)
Value
mu_hat: Huber's M-estimate of location
Note
File location : Location_Scale.R
Examples
MlocHUB(rnorm(4))
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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