asbio (version 1.5-5)

huber.one.step: Huber one step M-estimator

Description

Returns the first Raphson-Newton iteration of the function Huber.NR.

Usage

huber.one.step(x, c = 1.28)

Arguments

x

Vector of quantitative data

c

Bend criterion. The value c = 1.28 gives 95% efficiency of the mean given normality.

Value

Returns the Huber one step estimator.

Details

The Huber M-estimator function usually converges fairly quickly, hence the justification of the Huber one step estimator. The function uses the Median Absolute Deviation function, mad. If MAD = 0, then NA is returned.

References

Huber, P. J. (2004) Robust Statistics. Wiley.

Wilcox, R. R. (2005) Introduction to Robust Estimation and Hypothesis Testing, Second Edition. Elsevier, Burlington, MA.

See Also

huber.mu, huber.NR, mad

Examples

# NOT RUN {
x<-rnorm(100)
huber.one.step(x)
# }