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

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
# NOT RUN {
huber(chem)
# }
Documentation reproduced from package MASS, version 7.3-51.1, License: GPL-2 | GPL-3

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