OBREWeightsFun: OBRE weights.

In OBRE: Optimal B-Robust Estimator Tools

OBRE weights.

Description

Function for computing OBRE weights. The function computes the score function for both parameters and build the score matrix. The score matrix is then modified using OBRE parameters A matrix and a vector and an euclidean norm is derived. The weights are finally found as the minimum between the normalized nCParOBRE and 1.

Usage

OBREWeightsFun(nvData, nTheta1, nTheta2, lDensityExpr, nCParOBRE, matA, nvA)

Arguments

nvData	The vector of data.
nTheta1	The first parameter.
nTheta2	The second parameter.
lDensityExpr	The list of symbolic expressions of density, cumulative and derivatives.
nCParOBRE	OBRE c parameter.
matA	OBRE matrix A.
nvA	OBRE vector a.

Value

A numeric vector containing OBRE weights.

OBRE documentation built on July 9, 2023, 5:53 p.m.