nlr (version 0.1-3)

mscale: Scale M-estimate

Description

Scale M-estimator with 50% breakdown

Usage

mscale(u)

Arguments

u

vector of values, in nonlinear regression residuals are used.

Value

Minimized Sum of rho function, by reweighting.

Details

Robust M-estimate of scale using rodust loss function rho, to acheive 50% breakdown. Tunning constant k1 should be stored in nl.form object of the robust function.

This is called from nlmest.NLM function to derive MM.estimate.

References

Yohai (1987) Annals, Stromberg (1993) JASA. GKS 2 June 99

See Also

nl.form, nlmest.NLM

Examples

# NOT RUN {
x=c(2,3,10)
mscale(x)
# }