psi: Generate Various Influence Functions for M-Quantiles

In Mqrcm: M-Quantile Regression Coefficients Modeling

Description

Influence function to be passed to iMqr.

Usage

Huber(c = 1.345)

Arguments

c	tuning parameter for Huber's influence function.

Details

These functions are only meant to be used used within a call to iMqr.

Value

A list with the following items:

psi, psi_tau, psi1_tau, rho_tau	define the influence function.
par	the parameters of the influence function, e.g., the value of c in Huber's function.
name	a character string indicating the name of the influence function.

References

Huber, P. J. (1981). "Robust Statistics", John Wiley and Sons, New York.

See Also

iMqr

Examples

  # The following are identical:
  # iMqr(y ~ x, psi = "Huber")
  # iMqr(y ~ x, psi = Huber)
  # iMqr(y ~ x, psi = Huber(c = 1.345))

Mqrcm documentation built on Feb. 2, 2021, 9:06 a.m.