huber_mean {changepoints}

R Documentation

Element-wise adaptive Huber mean estimator.

Description

Computes the element-wise adaptive Huber mean estimator.

Usage

huber_mean(x, tau)

Arguments

x	A numeric vector of observations.
tau	A numeric scalar corresponding to the robustification parameter (larger than 0).

Value

A numeric scalar corresponding to the adaptive Huber mean estimator.

Author(s)

Haotian Xu

Examples

set.seed(123)
y = rnorm(100)
mean(y)
huber_mean(y, 1.345)

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