opt: Tuning parameter for a rho function in the (asymptotic bias-)...
In RobStatTM: Robust Statistics: Theory and Methods
opt R Documentation
Tuning parameter for a rho function in the (asymptotic bias-) optimal family
Description
This function computes the tuning constant that yields an MM-regression
estimator with a desired asymptotic efficiency when computed with a
rho function in the corresponding family. The output of this
function can be passed to the functions lmrobdet.control,
mscale and rho.
Usage
opt(e)
Arguments
e
the desired efficiency of the corresponding regression
estimator for Gaussian errors
Value
A vector with named elements containing the corresponding tuning
parameters.
Author(s)
Kjell Konis
Examples
# Tuning parameters for an 85%-efficient M-estimator at a Gaussian model
opt(.85)
RobStatTM documentation built on Nov. 28, 2023, 1:11 a.m.
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| opt | R Documentation |
Tuning parameter for a rho function in the (asymptotic bias-) optimal family
Description
This function computes the tuning constant that yields an MM-regression estimator with a desired asymptotic efficiency when computed with a rho function in the corresponding family. The output of this function can be passed to the functions lmrobdet.control, mscale and rho.
Usage
opt(e)
Arguments
e |
the desired efficiency of the corresponding regression estimator for Gaussian errors |
Value
A vector with named elements containing the corresponding tuning parameters.
Author(s)
Kjell Konis
Examples
# Tuning parameters for an 85%-efficient M-estimator at a Gaussian model
opt(.85)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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