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
k
Winsorizes at k
standard deviations
initmu
initial value of mu
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.