

huber(MASS)                                  R Documentation

_H_u_b_e_r _M_-_e_s_t_i_m_a_t_o_r _o_f _L_o_c_a_t_i_o_n _w_i_t_h _M_A_D _S_c_a_l_e

_D_e_s_c_r_i_p_t_i_o_n_:

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

_U_s_a_g_e_:

     huber(y, k=1.5, tol=1e-06)

_A_r_g_u_m_e_n_t_s_:

       y: vector of data values

       k: Winsorizes at `k' standard deviations

     tol: convergence tolerance

_V_a_l_u_e_:

     list of location and scale parameters

      mu: location estimate

       s: MAD scale estimate

_R_e_f_e_r_e_n_c_e_s_:

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

_S_e_e _A_l_s_o_:

     `hubers', `mad'

_E_x_a_m_p_l_e_s_:

     data(chem)
     huber(chem)

