

hubers(MASS)                                 R Documentation

_H_u_b_e_r _"_p_r_o_p_o_s_a_l _2_" _R_o_b_u_s_t _E_s_t_i_m_a_t_o_r _o_f _L_o_c_a_t_i_o_n _a_n_d_/_o_r _S_c_a_l_e

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

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

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

     hubers(y, k=1.5, mu, s, initmu=median(y), tol=1e-06)

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

       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

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

     list of location and scale estimates

      mu: location estimate

       s: 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_:

     `huber'

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

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

