Mscale {ktaucenters}

M scale

Description

The M scale of an univariate sample.

Usage

Mscale(u, c, b)

Arguments

u

numeric vector with positive values.

c

a tuning constant. If consistency to standard normal distribution is desired use normal_consistency_constants.

b

the desired break down point.

Value

M scale value.

References

Maronna, R. A., Martin, R. D., Yohai, V. J., & Salibian-Barrera, M. (2018). Robust statistics: theory and methods (with R). Wiley.

Examples

Mscale(u = rnorm(100), c = 1, b = 0.5)