Finds the Huber M-estimator for location with scale specified, scale with location specified, or both if neither is specified.
hubers(y, k = 1.5, mu, s, initmu = median(y), tol = 1e-06)
vector y of data values
Winsorizes at k standard deviations
k
specified location
specified scale
initial value of mu
mu
convergence tolerance
list of location and scale estimates
location estimate
scale estimate
Huber, P. J. (1981) Robust Statistics. Wiley.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
huber
# NOT RUN { hubers(chem) hubers(chem, mu=3.68) # }
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