huber_estimate {power.transform}R Documentation

Huber M-estimate

Description

Iteratively computes M-estimates for location and scale. These are robust estimates of the mean and standard deviation of the data.

Usage

huber_estimate(x, k = 1.28, tol = 1e-04)

Arguments

x

Vector of numeric values for which the location and scale should be estimated.

k

Numeric value > 0 that the determines the value beyond which the signal is winsorized.

tol

Tolerance for the iterative procedure.

Value

list with location estimate "mu" and scale estimate "sigma".


[Package power.transform version 1.0.1 Index]