1\name{mscale}
2\alias{mscale}
3
4\title{M Scale Estimation}
5\description{
6Robust estimation of a scale parameter using Hampel's redescending psi function.
7}
8
9\usage{
10mscale(u, na.rm=FALSE)
11}
12
13\arguments{
14\item{u}{numeric vector of residuals.}
15\item{na.rm}{logical. Should missing values be removed?}
16}
17
18\value{numeric constant giving the estimated scale.}
19
20\details{
21Estimates a scale parameter or standard deviation using an M-estimator with 50\% breakdown.
22This means the estimator is highly robust to outliers.
23If the input residuals \code{u} are a normal sample, then \code{mscale(u)} should be equal to the standard deviation.
24}
25
26\author{Gordon Smyth}
27
28\references{
29Yohai, V. J. (1987). High breakdown point and high efficiency robust estimates for regression. \emph{Ann. Statist.} 15, 642-656.
30
31Stromberg, A. J. (1993). Computation of high breakdown nonlinear regression parameters. \emph{J. Amer. Statist. Assoc.} 88, 237-244.
32
33Smyth, G. K., and Hawkins, D. M. (2000). Robust frequency estimation using elemental sets. \emph{Journal of Computational and Graphical Statistics} 9, 196-214.
34}
35
36%\seealso{
37%\code{\link{rho.hampel}}, \code{\link{psi.hampel}}
38%}
39
40\examples{
41u <- rnorm(100)
42sd(u)
43mscale(u)
44}
45