R: Huber Proposal 2 Robust Estimator of Location and/or Scale

hubers {MASS} | R Documentation

## Huber Proposal 2 Robust Estimator of Location and/or Scale

### Description

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

### 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

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

[Package MASS version 7.3-35 Index]