psi.Huber: Huber's Psi Function

Description Usage Arguments Value

Description

The first derivative of Huber's rho function.

Usage

1
psi.Huber(u, k = 1.345)

Arguments

u

vector of centered and scaled residuals

k

tuning constant. defaults to 1.345

Value

a numeric vector


abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.