pbLocScale: Robust percentage bend estimate of location and scale

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

This implements Shoemaker and Hettmansperger's percentage bend estimate of location and scale. The underlying implementation is a fast C++ algorithm.

Usage

pbLocScale(x, bend = 0.15, mu = TRUE)

Arguments

x	a vector
bend	a tuning parameter. defaults to 0.15. maximum allowed value is 0.50.
mu	whether or not the robust mean should also be returned. defaults to TRUE.

Value

a numeric vector or numeric value

References

Shoemaker, L. H., & Hettmansperger, T. P. (1982). Robust estimates and tests for the one- and two-sample scale models. Biometrika, 69:47–54

Examples

pbLocScale(iris[,1])

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.