The function provides interactive visualization of robust M estimation of location.
Usage
see.M()
Arguments
Author
Ken Aho
Details
The value c = 1.28 gives 95 percent efficiency of the mean given normality. The sample median and mean can be considered special cases of M-estimators. The value c = 0 provides the sample median, while the value, \(c = \infty\) gives the sample mean.
References
Wilcox, R. R. (2005) Introduction to Robust Estimation and Hypothesis Testing, Second
Edition. Elsevier, Burlington, MA.