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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
*** --- *** Christian Hennig University College London, Department of Statistical Science Gower St., London WC1E 6BT, phone +44 207 679 1698 chr...@stats.ucl.ac.uk, www.homepages.ucl.ac.uk/~ucakche ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
