

   HHuubbeerr ""pprrooppoossaall 22"" RRoobbuusstt EEssttiimmaattoorr ooff LLooccaattiioonn aanndd//oorr SSccaallee

        hubers(y, k=1.5, mu, s, initmu=median(y), tol=1e-06)

   AArrgguummeennttss::

          y: vector y of data values

          k: Winsorizes at `k' standard deviations

         mu: specified location

          s: specified scale

     initmu: initial value of `mu'

        tol: convergence tolerance

   DDeessccrriippttiioonn::

        Finds the Huber M-estimator for location with scale
        specified, scale with location specified, or both if
        neither is specified.

   VVaalluuee::

        list of location and scale estimates

         mu: location estimate

          s: scale estimate

   RReeffeerreenncceess::

        P.J.Huber (1981) Robust Statistics.  Wiley.

   SSeeee AAllssoo::

        `huber'

   EExxaammpplleess::

        data(chem)
        hubers(chem)
        hubers(chem, mu=3.68)

