hubers

Finds the Huber M-estimator for location with scale specified, scale
with location specified, or both if neither is specified.

robust

Functions and datasets to support Venables and Ripley,
"Modern Applied Statistics with S" (4th edition, 2002).

Brian Ripley

MASS

Support Functions and Datasets for Venables and Ripley's MASS

Bill Venables

Kurt Hornik

Albrecht Gebhardt

David Firth

hubers function

<dl><dt>y</dt>
<dd>vector y of data values</dd><dt>k</dt>
<dd>Winsorizes at <code>k</code> standard deviations</dd><dt>mu</dt>
<dd>specified location</dd><dt>s</dt>
<dd>specified scale</dd><dt>initmu</dt>
<dd>initial value of <code>mu</code></dd><dt>tol</dt>
<dd>convergence tolerance</dd>
</dl>

Arguments

Huber Proposal 2 Robust Estimator of Location and/or Scale — hubers

<dl>

<dt>y</dt>
<dd>vector y of data values</dd>

<dt>k</dt>
<dd>Winsorizes at <code>k</code> standard deviations</dd>

<dt>mu</dt>
<dd>specified location</dd>

<dt>s</dt>
<dd>specified scale</dd>

<dt>initmu</dt>
<dd>initial value of <code>mu</code></dd>

<dt>tol</dt>
<dd>convergence tolerance</dd>
</dl>

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hubers: Huber Proposal 2 Robust Estimator of Location and/or Scale

Description

Usage

Value

Arguments

References

See Also

Examples