rho.Huber: Huber's Rho Function

Description Usage Arguments Value

Description

the anti-derivative of Huber's psi function.

Usage

1
rho.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.