Compute the M-estimate of Location

Compute the M-estimate of location using an auxiliary estimate of the scale.

Usage

mloc(x, scale, rho = "bisquare", eff = 0.9, cc, max_it = 200, eps = 1e-08)

Arguments

x

numeric values. Missing values are verbosely ignored.

scale

scale of the x values. If omitted, uses the mad().

rho

the \(\rho\) function to use. See rho_function() for available functions.

eff

desired efficiency under the Normal model.

cc

value of the tuning constant for the chosen \(\rho\) function. If specified, overrides the desired efficiency.

max_it

maximum number of iterations.

eps

numerical tolerance to check for convergence.

Value

a single numeric value, the M-estimate of location.

See also

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