R: Huber M-estimator of Location with MAD Scale

huber {MASS} | R Documentation

## Huber M-estimator of Location with MAD Scale

### Description

Finds the Huber M-estimator of location with MAD scale.

### Usage

    huber(y, k = 1.5, tol = 1e-06)

### Arguments

`y` | vector of data values
`k` | Winsorizes at `k` standard deviations
`tol` | convergence tolerance

### Value

list of location and scale parameters

`mu` | location estimate
`s` | MAD 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

`hubers`, `mad`

### Examples

    huber(chem)

[Package MASS version 7.3-52 Index]