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locMEstimator

Generic function for the computation of location M estimators


Description

Generic function for the computation of location M estimators.

Usage

locMEstimator(x, IC, ...)

## S4 method for signature 'numeric,InfluenceCurve'
locMEstimator(x, IC, eps = .Machine$double.eps^0.5)

Arguments

x

sample

IC

object of class "InfluenceCurve"

...

additional parameters

eps

the desired accuracy (convergence tolerance).

Value

Returns a list with component

loc

M estimator of location

Methods

x = "numeric", IC = "InfluenceCurve"

univariate location.

Author(s)

References

Huber, P.J. (1964) Robust estimation of a location parameter. Ann. Math. Stat. 35: 73–101.

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also


ROptEstOld

Optimally Robust Estimation - Old Version

v1.2.0
LGPL-3
Authors
Matthias Kohl [aut, cre, cph]
Initial release
2019-04-02

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