Generic function for the computation of location M estimates.
locMEstimator(x, IC, ...)# S4 method for numeric,InfluenceCurve
locMEstimator(x, IC, eps = .Machine$double.eps^0.5, na.rm = TRUE)
Object of class "MEstimate"
sample
object of class "InfluenceCurve"
additional parameters
the desired accuracy (convergence tolerance).
logical: if TRUE, the estimator is evaluated at complete.cases(x).
univariate location.
Matthias Kohl Matthias.Kohl@stamats.de
Given some sample x and some influence curve IC
an M estimate is computed by solving the corresponding
M equation.
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.
InfluenceCurve-class, MEstimate-class