MscaleHUB: Huber's M-estimate of scale

View source: R/Location_Scale.R

MscaleHUBR Documentation

Huber's M-estimate of scale

Description

Mscale_HUB computes Huber's M-estimate of scale.

Usage

MscaleHUB(y, c = 1.345, max_iters = 1000, tol_err = 1e-05)

Arguments

y

: real valued data vector of size N

c

: tuning constant c>=0

Value

sigma_hat : Huber's M-estimate of scale

Note

File location: Location_Scale.R

Examples

MscaleHUB(rnorm(5))


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