MASS (version 7.3-36)

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)

Arguments

y

vector of data values

k

Winsorizes at k standard deviations

tol

convergence tolerance

Value

• list of location and scale parameters
• mu
  location estimate
• s
  MAD 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

hubers, mad

Examples

huber(chem)