RobAStBase: locMEstimator – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

locMEstimator

Generic function for the computation of location M estimates

Generic function for the computation of location M estimates.

locMEstimator(x, IC, ...)

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

`x`	sample
`IC`	object of class `"InfluenceCurve"`
`...`	additional parameters
`eps`	the desired accuracy (convergence tolerance).
`na.rm`	logical: if `TRUE`, the estimator is evaluated at `complete.cases(x)`.

Given some sample x and some influence curve IC an M estimate is computed by solving the corresponding M equation.

Object of class "MEstimate"

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.