RobustWeights | R Documentation |
Calculation of a Huber-type correction factor by which the vector of weights is multiplied.
robwts(x, w=rep(1,length(x)), c=0.01, alpha=0.001)
x |
numeric; vector of data values. |
w |
numeric; vector of weights. Must have the same length as |
c |
numeric; a constant which can take different values, e.g. 0.01,0.02. By default c=0.1. |
alpha |
numeric; a probability in the interval (0,1). By default alpha=0.001. |
If x denotes the observed value and x_{α} the α-th qiantile of the Fisk distribution, then we define our scale as:
d = \displaystyle \frac{x_{1-α}}{b} - \frac{x_{α}}{b}
. Next, the correction factor is calculated as follows:
corr = \max≤ft\{c, \min≤ft(1,\displaystyle \frac{d}{|b/x-1|},\frac{d}{|x/b-1|}\right)\right\}
robwts
returns a list of two elements: the vector of correction factors by which the weights are multiplied and the vector of corrected (robustified) weights.
Monique Graf
Graf, M., Nedyalkova, D., Muennich, R., Seger, J. and Zins, S. (2011) AMELI Deliverable 2.1: Parametric Estimation of Income Distributions and Indicators of Poverty and Social Exclusion. Technical report, AMELI-Project.
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