huber

0th

Percentile

Huber M-estimator of Location with MAD Scale

Finds the Huber M-estimator of location with MAD scale.

Keywords
robust
Usage
huber(y, k = 1.5, tol = 1e-06)
Arguments
y
vector of data values
k
Winsorizes at k standard deviations
tol
convergence tolerance
Value

  • list of location and scale parameters
  • mulocation estimate
  • sMAD 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

hubers, mad

Aliases
  • huber
Examples
huber(chem)
Documentation reproduced from package MASS, version 7.3-40, License: GPL-2 | GPL-3

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