Huber "proposal 2" Robust Estimator of Location and/or Scale

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

Description

Finds the Huber M-estimator for location with scale specified, scale with location specified, or both if neither is specified.

Value

list of location and scale estimates

mu location estimate
s scale estimate

References

P.J.Huber (1981) Robust Statistics. Wiley.

See Also

huber

Examples

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


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