dpsi.Hampel: Hampel's Psi' Function
In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities
Description
Usage
Arguments
Value
Description
the first derivative of the Hampel's psi function, or equally,
the second derivative of Hampel's rho function.
Usage
1
dpsi.Hampel(u, k = 0.901608)
Arguments
u
vector of centered and scaled residuals
k
a tuning constant. the default is 0.901608, which yields
an asymptotic relative efficiency under normality of 95 percent.
Note that in this package the three parameters a,b,and c commonly
utilized are hard coded to give the psi function a slope of -1/3
at the origin. k is multiplied by a,b,c to yield a simpler and
more consistent means of tuning the function.
Value
a numeric vector
abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.
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Description Usage Arguments Value
Description
the first derivative of the Hampel's psi function, or equally, the second derivative of Hampel's rho function.
Usage
1 | dpsi.Hampel(u, k = 0.901608)
|
Arguments
u |
vector of centered and scaled residuals |
k |
a tuning constant. the default is 0.901608, which yields an asymptotic relative efficiency under normality of 95 percent. Note that in this package the three parameters a,b,and c commonly utilized are hard coded to give the psi function a slope of -1/3 at the origin. k is multiplied by a,b,c to yield a simpler and more consistent means of tuning the function. |
Value
a numeric vector
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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