Compute the M-Scale of Centered Values

Compute the M-scale without centering the values.

Usage

mscale(x, bdp = 0.25, cc, opts = mscale_algorithm_options())

Arguments

x

numeric values. Missing values are verbosely ignored.

bdp

desired breakdown point (between 0 and 0.5).

cc

tuning parameters for the chosen rho function. By default, chosen to yield a consistent estimate for the Normal distribution.

opts

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

Value

the M-estimate of scale.

See also

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