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

[Christian Hennig]

Have a look at the package smoothmest.

Christian

On Fri, 15 Oct 2010, Ondrej Vozar wrote:

> 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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*** --- ***
Christian Hennig
University College London, Department of Statistical Science
Gower St., London WC1E 6BT, phone +44 207 679 1698
chrish at stats.ucl.ac.uk, www.homepages.ucl.ac.uk/~ucakche