MASS (version 7.3-1)

hubers: Huber Proposal 2 Robust Estimator of Location and/or Scale

Description

Finds the Huber M-estimator for location with scale specified, scale with location specified, or both if neither is specified.

Usage

hubers(y, k = 1.5, mu, s, initmu = median(y), tol = 1e-06)

Arguments

y
vector y of data values
k
Winsorizes at k standard deviations
mu
specified location
s
specified scale
initmu
initial value of mu
tol
convergence tolerance

Value

  • list of location and scale estimates
  • mulocation estimate
  • sscale estimate

References

Huber, P. J. (1981) Robust Statistics. Wiley.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

huber

Examples

Run this code
hubers(chem)
hubers(chem, mu=3.68)

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