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
|
Description
Finds the Huber M-estimator of location with MAD scale.Value
list of location and scale parameters
mu
|
location estimate
|
s
|
MAD scale estimate
|
References
P.J.Huber (1981)
Robust Statistics.
Wiley.See Also
hubers
, mad
Examples
data(chem)
huber(chem)