dpsi.opt: Optimal Psi' Function
In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities
Description
Usage
Arguments
Value
References
View source: R/robustregression.R
Description
the first derivative of the optimal psi function, or equally,
the second derivative of the optimal rho function.
Usage
1
Arguments
u
vector of centered and scaled residuals
c
a tuning constant. defaults to 1.
Value
a numeric vector
References
Yohai, V. J., & Zamar, R. H. (1998). Optimal locally robust M-estimates of regression. Journal of Statistical Planning and Inference, 64(2), 309–323. doi:10.1016/s0378-3758(97)00040-2
abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.
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Description Usage Arguments Value References
View source: R/robustregression.R
Description
the first derivative of the optimal psi function, or equally, the second derivative of the optimal rho function.
Usage
1 |
Arguments
u |
vector of centered and scaled residuals |
c |
a tuning constant. defaults to 1. |
Value
a numeric vector
References
Yohai, V. J., & Zamar, R. H. (1998). Optimal locally robust M-estimates of regression. Journal of Statistical Planning and Inference, 64(2), 309–323. doi:10.1016/s0378-3758(97)00040-2
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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