huber {MASS}R Documentation

Huber M-estimator of Location with MAD Scale

Description

Finds the Huber M-estimator of location with MAD scale.

Usage

huber(y, k = 1.5, tol = 1e-06)

Arguments

y vector of data values
k Winsorizes at k standard deviations
tol convergence tolerance

Value

list of location and scale parameters

mu location estimate
s MAD scale estimate

References

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

See Also

hubers, mad

Examples

huber(chem)

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