hubers
From MASS v7.3-0
by Brian Ripley
Huber Proposal 2 Robust Estimator of Location and/or Scale
Finds the Huber M-estimator for location with scale specified, scale with location specified, or both if neither is specified.
- Keywords
- robust
Usage
hubers(y, k = 1.5, mu, s, initmu = median(y), tol = 1e-06)Arguments
- y
- vector y of data values
- k
- Winsorizes at
kstandard deviations - mu
- specified location
- s
- specified scale
- initmu
- initial value of
mu - tol
- convergence tolerance
Value
- list of location and scale estimates
mu location estimate s scale 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
Examples
hubers(chem)
hubers(chem, mu=3.68)Community examples
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