psi.opt: Optimal Psi Function

Description Usage Arguments Value References

View source: R/robustregression.R

Description

The first derivative of the optimal rho function.

Usage

1
psi.opt(u, c = 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.