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MASS (version 7.3-61)

huber: 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)

Value

list of location and scale parameters

mu

location estimate

s

MAD scale estimate

Arguments

y

vector of data values

k

Winsorizes at k standard deviations

tol

convergence tolerance

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

hubers, mad

Examples

Run this code
huber(chem)

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