psic: First derivative of the quasi-optimal rho function
In meszre/tauPFC: Computes Robust Estimators for the PFC Model
Description
Usage
Arguments
References
Examples
Description
psic computes the first derivative of the ρ quasi-optimal function defined in the references
Usage
1
Arguments
x
value where the psic function is evaluated
c
tuning parameter, it defines where the ρ quasi-optimal function starts to be constant
References
Muler, N. and Yohai, V. J. (2002). Robust estimates for arch processes.
Journal of Time Series Analysis, 23(3):341-375.
Salibian-Barrera, M., Van Aelst, S. and Yohai, V. J. (2016). Robust tests for linear regression models based on τ-estimates. Computational Statistics & Data Analysis 93:436-455.
Examples
1
meszre/tauPFC documentation built on Feb. 28, 2020, 8:21 a.m.
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Description Usage Arguments References Examples
Description
psic computes the first derivative of the ρ quasi-optimal function defined in the references
Usage
1 |
Arguments
x |
value where the psic function is evaluated |
c |
tuning parameter, it defines where the ρ quasi-optimal function starts to be constant |
References
Muler, N. and Yohai, V. J. (2002). Robust estimates for arch processes. Journal of Time Series Analysis, 23(3):341-375.
Salibian-Barrera, M., Van Aelst, S. and Yohai, V. J. (2016). Robust tests for linear regression models based on τ-estimates. Computational Statistics & Data Analysis 93:436-455.
Examples
1 |
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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