huber.one.step {asbio} | R Documentation |
Returns the first Raphson-Newton iteration of the function Huber.NR
.
huber.one.step(x, c = 1.28)
x |
Vector of quantitative data |
c |
Bend criterion. The value |
The Huber M-estimator function usually converges fairly quickly, hence the justification of the Huber one step estimator. The function uses the Median Absolute Deviation function, mad
. If MAD = 0, then NA
is returned.
Returns the Huber one step estimator.
Ken Aho
Huber, P. J. (2004) Robust Statistics. Wiley.
Wilcox, R. R. (2005) Introduction to Robust Estimation and Hypothesis Testing, Second Edition. Elsevier, Burlington, MA.
x<-rnorm(100)
huber.one.step(x)