hubers {MASS}R Documentation

Huber Proposal 2 Robust Estimator of Location and/or Scale

Description

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

Usage

hubers(y, k = 1.5, mu, s, initmu = median(y), tol = 1e-06)

Arguments

y vector y of data values
k Winsorizes at k standard deviations
mu specified location
s specified scale
initmu initial value of mu
tol convergence tolerance

Value

list of location and scale estimates

mu location estimate
s scale estimate

References

Huber, P. J. (1981) Robust Statistics. Wiley.

See Also

huber

Examples

hubers(chem)
hubers(chem, mu=3.68)

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