Huber M-estimator of Location with MAD Scale

Finds the Huber M-estimator of location with MAD scale.

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)
#> $mu
#> [1] 3.206724
#> 
#> $s
#> [1] 0.526323
#>