Huber "proposal 2" Robust Estimator of Location and/or Scale
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
|
Description
Finds the Huber M-estimator for location with scale specified, scale
with location specified, or both if neither is specified.Value
list of location and scale estimates
mu
|
location estimate
|
s
|
scale estimate
|
References
P.J.Huber (1981)
Robust Statistics.
Wiley.See Also
huber
Examples
data(chem)
hubers(chem)
hubers(chem, mu=3.68)