weightedMscale {RMBC} | R Documentation |
weightedMscale the M scale of an univariate sample (see reference below)
weightedMscale(u, b = 0.5, weights, c, initialsc = 0)
u |
an univariate sample of size n. |
b |
the desired break down point |
weights |
the weights of each observation. |
c |
a tuning constant, if consistency to standard normal distribution is desired use
|
initialsc |
the initial scale value, defaults to 0 |
the weighted-Mscale value
Maronna, R. A., Martin, R. D., Yohai, V. J., & Salibián-Barrera, M. (2018). Robust statistics: theory and methods (with R). Wiley.