rhoc: Quasi-optimal rho function
In meszre/tauPFC: Computes Robust Estimators for the PFC Model
Description
Usage
Arguments
References
Examples
Description
rhoc computes the ρ quasi-optimal function defined in the references
Usage
1
Arguments
x
value where the rho function is evaluated
c
tuning parameter, it defines where the increasing 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
rhoc computes the ρ quasi-optimal function defined in the references
Usage
1 |
Arguments
x |
value where the rho function is evaluated |
c |
tuning parameter, it defines where the increasing 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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