weights.cov_Huber | R Documentation |
Extract (relative) robustness weights of a Huber M-estimate of location and scatter.
## S3 method for class 'cov_Huber'
weights(object, type = c("consistent", "relative"), ...)
object |
an object inheriting from class |
type |
a character string specifying the type of robustness weights to
be extracted. Possible values are |
... |
additional arguments are currently ignored. |
A numeric vetor containing the requested robustness weights.
Andreas Alfons
Zu, J. and Yuan, K.-H. (2010) Local Influence and Robust Procedures for Mediation Analysis. Multivariate Behavioral Research, 45(1), 1–44. doi:10.1080/00273170903504695.
cov_Huber()
data("BSG2014")
# define variables
x <- "ValueDiversity"
y <- "TeamCommitment"
m <- "TaskConflict"
# compute Huber M-estimator
S <- cov_Huber(BSG2014[, c(x, y, m)])
weights(S, type = "relative")
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