huber

0th

Percentile

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

mu
location estimate
s
MAD 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
library(MASS) huber(chem)
Documentation reproduced from package MASS, version 7.3-47, License: GPL-2 | GPL-3

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