View source: R/Location_Scale.R
MlocTUK | R Documentation |
Mloc_TUK computes Tukey's M-estimate of location, i.e.,
MlocTUK(y, c = 4.685, max_iters = 1000, tol_err = 1e-05)
y |
: real valued data vector of size N x 1 |
c |
: tuning constant c>=0 |
mu_hat = arg min_mu SUM_i rho_TUK(y_i - mu)
mu_hat : Tukey's M-estimate of location
File location: Location_Scale.R
MlocTUK(rnorm(5))
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