locMEstimator {RobAStBase}

Generic function for the computation of location M estimates

Description

Generic function for the computation of location M estimates.

Usage

locMEstimator(x, IC, ...)

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

Arguments

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).

Details

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

Value

Object of class "MEstimate"

Methods

x = "numeric", IC = "InfluenceCurve"

univariate location.

Author(s)

Matthias Kohl [e-mail]

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

InfluenceCurve-class, MEstimate-class