Huber Proposal 2 Robust Estimator of Location and/or Scale

DESCRIPTION:

Finds the Huber M-estimator for location with scale specified, scale with location specified, or both if neither is specified.

USAGE:

hubers(y, k=1.5, mu, s, initmu = median(y), tol = 1e-06)

REQUIRED ARGUMENTS:

y
vector y of data values

OPTIONAL ARGUMENTS:

k
Winsorizes at k standard deviations
mu
specified location
s
specified scale
initmu
initial value of mu
tol
convergence tolerance

VALUE:

list of location and scale estimates
mu
location estimate
s
scale estimate

REFERENCE:

Huber, P. J. (1981) Robust Statistics. Wiley.

SEE ALSO:

EXAMPLES:

hubers(chem)
hubers(chem, mu = 3.68)