RobAStBase (version 0.7.1)

locMEstimator: Generic function for the computation of location M estimates

Description

Generic function for the computation of location M estimates.

Usage

locMEstimator(x, IC, ...)

## S3 method for class 'numeric,InfluenceCurve':
locMEstimator(x, IC, eps = .Machine$double.eps^0.5, na.rm = TRUE)

Arguments

x

sample

IC

object of class "InfluenceCurve"

...

additional parameters

eps

the desired accuracy (convergence tolerance).

na.rm

logical: if TRUE, the estimator is evaluated at complete.cases(x).

Value

• Object of class "MEstimate"

concept

• M estimator
• estimator

Details

Given some sample x and some influence curve IC an M estimate is computed by solving the corresponding M equation.

References

Huber, P.J. (1964) Robust estimation of a location parameter. Ann. Math. Stat. 35: 73--101. Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer. Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

InfluenceCurve-class, MEstimate-class