hubers                 package: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.

     Venables, W. N. and Ripley, B. D. (2002) _Modern Applied
     Statistics with S._ Fourth edition.  Springer.

_S_e_e _A_l_s_o:

     'huber'

_E_x_a_m_p_l_e_s:

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

