Compute the M-estimate of Location

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

mloc(x, scale, rho, cc, opts = mscale_algorithm_options())

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.

cc

value of the tuning constant for the chosen \(\rho\) function. By default, chosen to achieve 95% efficiency under the Normal distribution.

opts

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

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()