MASS: hubers – R documentation

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hubers

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)

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.

Examples

hubers(chem)
hubers(chem, mu=3.68)

MASS

Support Functions and Datasets for Venables and Ripley's MASS

v7.3-54

GPL-2 | GPL-3

Authors

Brian Ripley [aut, cre, cph], Bill Venables [ctb], Douglas M. Bates [ctb], Kurt Hornik [trl] (partial port ca 1998), Albrecht Gebhardt [trl] (partial port ca 1998), David Firth [ctb]

Initial release

2021-04-17