| hubers {MASS} | R Documentation |
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)
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 |
list of location and scale estimates
mu |
location estimate |
s |
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.
hubers(chem) hubers(chem, mu=3.68)