hubers

0th

Percentile

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 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

Aliases
  • hubers
Examples
hubers(chem)
hubers(chem, mu=3.68)
Documentation reproduced from package MASS, version 7.3-19, License: GPL-2 | GPL-3

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