R/onestep.R

In WRS2: A Collection of Robust Statistical Methods

onestep<-function(x, bend = 1.28, na.rm = FALSE, MED = TRUE, ...){
  #
  #  Compute one-step M-estimator of location using Huber's Psi.
  #  The default bending constant is 1.28
  #
  #  MED=TRUE: initial estimate is the median
  #  Otherwise use modified one-step M-estimator
  #
  if(na.rm)x<-x[!is.na(x)]
  if(MED)init.loc=median(x)
  if(!MED)init.loc=mom(x,bend=bend)
  y<-(x-init.loc)/mad(x)  #mad in splus is madn in the book.
  A<-sum(hpsi(y,bend))
  B<-length(x[abs(y)<=bend])
  onestep<-median(x)+mad(x)*A/B
  onestep
}