MlocTUK: Tukey's M-estimate of location

View source: R/Location_Scale.R

MlocTUKR Documentation

Tukey's M-estimate of location

Description

Mloc_TUK computes Tukey's M-estimate of location, i.e.,

Usage

MlocTUK(y, c = 4.685, max_iters = 1000, tol_err = 1e-05)

Arguments

y

: real valued data vector of size N x 1

c

: tuning constant c>=0

Details

mu_hat = arg min_mu SUM_i rho_TUK(y_i - mu)

Value

mu_hat : Tukey's M-estimate of location

Note

File location: Location_Scale.R

Examples

MlocTUK(rnorm(5))


Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.