pense (version 2.2.2)

mscale: Compute the M-Scale of Centered Values

Description

Compute the M-scale without centering the values.

Usage

mscale(
  x,
  bdp = 0.25,
  cc = consistency_const(bdp, "bisquare"),
  opts = mscale_algorithm_options(),
  delta = deprecated(),
  rho = deprecated(),
  eps = deprecated(),
  maxit = deprecated()
)

Value

the M-estimate of scale.

Arguments

x

numeric values. Missing values are verbosely ignored.

bdp

desired breakdown point (between 0 and 0.5).

cc

cutoff value for the bisquare rho function. By default, chosen to yield a consistent estimate for the Normal distribution.

opts

a list of options for the M-scale estimation algorithm, see mscale_algorithm_options() for details.

delta

deprecated. Use bpd instead.

rho, eps, maxit

deprecated. Instead set control options for the algorithm with the opts arguments.

See Also

Other functions to compute robust estimates of location and scale: mloc(), mlocscale(), tau_size()