| mscale |
|
M Scale Estimation |
- DESCRIPTION
- Robust estimation of a scale parameter using Hampel's redescending psi function.
-
- USAGE
- mscale(u)
-
- REQUIRED ARGUMENTS
| u |
|
numeric vector of residuals. |
-
- VALUE
| s |
|
numeric constant giving the estimated scale. |
-
- DETAILS
- If the input residuals are a normal sample, then s should be equal to the standard
deviation.
-
- REFERENCES
- Yohai, V. J. (1987). High breakdown point and high efficiency robust estimates for
regression. Ann. Statist. 15, 642-656.
Stromberg, A. J.
(1993). Computation of high breakdown nonlinear regression parameters. J. Amer.
Statist. Assoc. 88, 237-244.
- Smyth, G. K., and Hawkins, D. M. (2000). Robust frequency estimation using elemental
sets. Journal of Computational and Graphical Statistics 9,
196-214. (Abstract - Zipped PostScript)
-
- SEE ALSO
- mmnl, rho.hampel, psi.hampel, mmfreq, robfreq
-
- EXAMPLES
- The function mmnl calls mscale.
-
> u <- rnorm(100)
> var(u)
[1] 1.033936
> mscale(u)
[1] 1.041634
Gordon Smyth.
Copyright © 1996-2016. Last modified:
10 February 2004
