huber_estimate {power.transform} | R Documentation |
Huber M-estimate
Description
Iteratively computes M-estimates for location and scale. These are robust estimates of the mean and standard deviation of the data.
Usage
huber_estimate(x, k = 1.28, tol = 1e-04)
Arguments
x |
Vector of numeric values for which the location and scale should be estimated. |
k |
Numeric value > 0 that the determines the value beyond which the signal is winsorized. |
tol |
Tolerance for the iterative procedure. |
Value
list with location estimate "mu"
and scale estimate "sigma"
.
[Package power.transform version 1.0.1 Index]