[R] Biweight (Tukey) M-estimator of location with known scale parameter

Ondrej Vozar ondrejvozarstat at gmail.com
Fri Oct 15 10:19:12 CEST 2010


Dear colleagues,

I would like to ask you how to estimate
biweight M-estimator of Tukey with known
scale example.

I know how to estimate biweight M-estimator
if estimated scale is used using function
rml in package MASS.

library(MASS)
x<-rnorm(1000)
rlm(x~1,psi="psi.bisquare")

But I would like to estimated this
with true scale s=1.

I also checked package robustbase, but I have not
found any solution.

Thanks for any advice.
Ondrej Vozar



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