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)