mscale {pyinit} | R Documentation |
Robust M-estimate of Scale
Description
Compute the M-estimate of scale using the MAD as initial estimate.
Usage
mscale(
x,
delta = 0.5,
rho = c("bisquare", "huber", "gauss"),
cc,
eps = 1e-08,
maxit = 200
)
Arguments
x |
numeric vector. |
delta |
desired value for the right-hand side of the M-estimation equation. |
rho |
rho function to use in the M-estimation equation. Valid options
are |
cc |
non-negative constant for the chosen rho function. If missing, it will be
chosen such that the expected value of the rho function under the normal model
is equal to |
eps |
threshold for convergence. Defaults to |
maxit |
maximum number of iterations. Defaults to |
Details
This solves the M-estimation equation given by
\sum_{i=1}^n \rho( x_i / s_n; cc ) = n delta
All NA
values in x
are removed before calculating the scale.
Value
Numeric vector of length one containing the solution s_n
to
the equation above.
[Package pyinit version 1.1.3 Index]