mscale {pense}

Compute the M-Scale of Centered Values

Description

Compute the M-scale without centering the values.

Usage

mscale(
  x,
  bdp = 0.25,
  cc = consistency_const(bdp, "bisquare"),
  opts = mscale_algorithm_options(),
  delta = deprecated(),
  rho = deprecated(),
  eps = deprecated(),
  maxit = deprecated()
)

Arguments

x

numeric values. Missing values are verbosely ignored.

bdp

desired breakdown point (between 0 and 0.5).

cc

cutoff value for the bisquare rho function. By default, chosen to yield a consistent estimate for the Normal distribution.

opts

a list of options for the M-scale estimation algorithm, see mscale_algorithm_options() for details.

delta

deprecated. Use bpd instead.

rho, eps, maxit

deprecated. Instead set control options for the algorithm with the opts arguments.

Value

the M-estimate of scale.

See Also

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