huber
From MASS v7.3-51.3
by Brian Ripley
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
kstandard deviations- tol
convergence tolerance
Value
list of location and scale parameters
location estimate
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
Examples
# NOT RUN {
huber(chem)
# }
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