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<html><head><title>R: Huber M-estimator of Location with MAD Scale</title>
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<table width="100%" summary="page for huber {MASS}"><tr><td>huber {MASS}</td><td align="right">R Documentation</td></tr></table>
<h2>Huber M-estimator of Location with MAD Scale</h2>
<h3>Description</h3>
<p>
Finds the Huber M-estimator of location with MAD scale.
</p>
<h3>Usage</h3>
<pre>
huber(y, k = 1.5, tol = 1e-06)
</pre>
<h3>Arguments</h3>
<table summary="R argblock">
<tr valign="top"><td><code>y</code></td>
<td>
vector of data values
</td></tr>
<tr valign="top"><td><code>k</code></td>
<td>
Winsorizes at <code>k</code> standard deviations
</td></tr>
<tr valign="top"><td><code>tol</code></td>
<td>
convergence tolerance
</td></tr>
</table>
<h3>Value</h3>
<p>
list of location and scale parameters
</p>
<table summary="R argblock">
<tr valign="top"><td><code>mu</code></td>
<td>
location estimate
</td></tr>
<tr valign="top"><td><code>s</code></td>
<td>
MAD scale estimate
</td></tr>
</table>
<h3>References</h3>
<p>
Huber, P. J. (1981)
<EM>Robust Statistics.</EM>
Wiley.
</p>
<p>
Venables, W. N. and Ripley, B. D. (2002)
<EM>Modern Applied Statistics with S.</EM> Fourth edition. Springer.
</p>
<h3>See Also</h3>
<p>
<code><a href="hubers.html">hubers</a></code>, <code><a href="../../stats/html/mad.html">mad</a></code>
</p>
<h3>Examples</h3>
<pre>
huber(chem)
</pre>
<hr><div align="center">[Package <em>MASS</em> version 7.2-44 <a href="00Index.html">Index]</a></div>
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