Huber M-estimator of Location with MAD Scale

DESCRIPTION:

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

USAGE:

huber(y, k = 1.5, tol = 1e-06)

REQUIRED ARGUMENTS:

y
vector of data values

OPTIONAL ARGUMENTS:

k
Winsorizes at k standard deviations
tol
convergence tolerance

VALUE:

list of location and scale parameters
mu
location estimate
s
MAD scale estimate

REFERENCE:

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

SEE ALSO:

,

EXAMPLES:

huber(chem)