| huber {MASS} | R Documentation |
Finds the Huber M-estimator of location with MAD scale.
huber(y, k = 1.5, tol = 1e-06)
y |
vector of data values |
k |
Winsorizes at k standard deviations
|
tol |
convergence tolerance |
list of location and scale parameters
mu |
location estimate |
s |
MAD scale estimate |
Huber, P. J. (1981) Robust Statistics. Wiley.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
huber(chem)