Huber Proposal 2 Robust Estimator of Location and/or Scale

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)

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.

See also

huber

Examples

hubers(chem)
#> $mu
#> [1] 3.205498
#> 
#> $s
#> [1] 0.673652
#> 
hubers(chem, mu=3.68)
#> $mu
#> [1] 3.68
#> 
#> $s
#> [1] 0.9409628
#>