huber

Finds the Huber M-estimator of location with MAD scale.

robust

Functions and datasets to support Venables and Ripley,
"Modern Applied Statistics with S" (4th edition, 2002).

Brian Ripley

MASS

Support Functions and Datasets for Venables and Ripley's MASS

Bill Venables

Kurt Hornik

Albrecht Gebhardt

David Firth

huber function

<dl><dt>y</dt>
<dd>vector of data values</dd><dt>k</dt>
<dd>Winsorizes at <code>k</code> standard deviations</dd><dt>tol</dt>
<dd>convergence tolerance</dd>
</dl>

Arguments

Huber M-estimator of Location with MAD Scale — huber

<dl>

<dt>y</dt>
<dd>vector of data values</dd>

<dt>k</dt>
<dd>Winsorizes at <code>k</code> standard deviations</dd>

<dt>tol</dt>
<dd>convergence tolerance</dd>
</dl>

huber: Huber M-estimator of Location with MAD Scale

Description

Usage

Value

Arguments

References

See Also

Examples