mlocscale {pense}

Compute the M-estimate of Location and Scale

Description

Simultaneous estimation of the location and scale by means of M-estimates.

Usage

mlocscale(
  x,
  bdp = 0.25,
  scale_cc = consistency_const(bdp, "bisquare"),
  location_rho,
  location_cc,
  opts = mscale_algorithm_options()
)

Arguments

x

numeric values. Missing values are verbosely ignored.

bdp

desired breakdown point (between 0 and 0.5).

scale_cc

cutoff value for the bisquare \rho function for computing the scale estimate. By default, chosen to yield a consistent estimate for normally distributed values.

location_rho, location_cc

\rho function and cutoff value for computing the location estimate. See rho_function() for a list of available \rho functions.

opts

a list of options for the M-estimating equation, see mscale_algorithm_options() for details.

Value

a vector with 2 elements, the M-estimate of location and the M-scale estimate.

See Also

Other functions to compute robust estimates of location and scale: mloc(), mscale(), tau_size()