huber {MASS}R Documentation

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)

Arguments

y vector of data values
k Winsorizes at k standard deviations
tol convergence tolerance

Value

list of location and scale parameters

mu location estimate
s MAD 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

hubers, mad

Examples

huber(chem)

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