MASS (version 7.3-47)

huber:

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)