/ Home
S-Archive Download Script
mscale M Scale Estimation
DESCRIPTION
Robust estimation of a scale parameter using Hampel's redescending psi function.
 
USAGE
mscale(u)
 
REQUIRED ARGUMENTS
u numeric vector of residuals.
 
VALUE
s numeric constant giving the estimated scale.
 
DETAILS
If the input residuals are a normal sample, then s should be equal to the standard deviation.
 
REFERENCES
Yohai, V. J. (1987). High breakdown point and high efficiency robust estimates for regression. Ann. Statist. 15, 642-656.

Stromberg, A. J. (1993). Computation of high breakdown nonlinear regression parameters. J. Amer. Statist. Assoc. 88, 237-244.

Smyth, G. K., and Hawkins, D. M. (2000). Robust frequency estimation using elemental sets. Journal of Computational and Graphical Statistics 9, 196-214. (Abstract - Zipped PostScript)
 
SEE ALSO
mmnl, rho.hampel, psi.hampel, mmfreq, robfreq
 
EXAMPLES
The function mmnl calls mscale.
 
> u <- rnorm(100)
> var(u)
[1] 1.033936
> mscale(u)
[1] 1.041634

 

S-Archive Download Script

Gordon Smyth. Copyright © 1996-2016. Last modified: 10 February 2004