Learn R Programming

ROptEstOld (version 1.2.0)

locMEstimator: Generic function for the computation of location M estimators

Description

Generic function for the computation of location M estimators.

Usage

locMEstimator(x, IC, ...)

# S4 method for numeric,InfluenceCurve locMEstimator(x, IC, eps = .Machine$double.eps^0.5)

Arguments

x

sample

IC

object of class "InfluenceCurve"

additional parameters

eps

the desired accuracy (convergence tolerance).

Value

Returns a list with component

loc

M estimator of location

Methods

x = "numeric", IC = "InfluenceCurve"

univariate location.

References

Huber, P.J. (1964) Robust estimation of a location parameter. Ann. Math. Stat. 35: 73--101.

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

InfluenceCurve-class