Huber Proposal 2 Robust Estimator of Location and/or Scale

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

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

Arguments

y

vector y of data values

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

References

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

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See also

huber

Examples

hubers(chem)
#> $mu
#> [1] 3.205498
#> 
#> $s
#> [1] 0.673652
#> 
hubers(chem, mu=3.68)
#> $mu
#> [1] 3.68
#> 
#> $s
#> [1] 0.9409628
#>