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.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

huber

Examples

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

[Package MASS version 7.2-33 Index]