nlr (version 0.1-3)

nl.mscale: Scale M-estimator with 50% breakdown.

Description

Compute High Breakdown point M-estimate of scale \(\sigma\).

Usage

nl.mscale(u, robfunc, ...)

Arguments

u

Residuals \(r_i=y_i-f(x_i;\theta)\).

robfunc

Robust \(\rho_2\) function used to compute M-estimate of scale/

…

Ane other parameter passed to \(\rho\) function, and others.

Value

Single Numeric value of \(\sigma\) estimate.

Details

This estimate is used in MM-estimate procedure of location parameter \(\theta\).

References

Yohai (1987) Annals, Stromberg (1993) JASA.

See Also

nlmest.NLM

Examples

# NOT RUN {
## The function is currently defined as
"nl.mscale"
# }