huber: Tuning parameter the rho loss functions
In msalibian/RobStatTM: Robust Statistics: Theory and Methods
huber R Documentation
Tuning parameter the rho loss functions
Description
This function computes the tuning constant that yields an MM-regression
estimator with a desired asymptotic efficiency when computed with a
rho function in the corresponding family. The output of this
function can be passed to the functions lmrobdet.control,
mscale and rho.
Usage
huber(e)
Arguments
e
the desired efficiency of the corresponding regression
estimator for Gaussian errors
Value
A length-1 vector with the corresponding tuning constant.
Author(s)
Kjell Konis
Examples
# Tuning parameters for an 85%-efficient M-estimator at a Gaussian model
huber(.95)
msalibian/RobStatTM documentation built on April 24, 2024, 5:10 a.m.
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.
| huber | R Documentation |
Tuning parameter the rho loss functions
Description
This function computes the tuning constant that yields an MM-regression estimator with a desired asymptotic efficiency when computed with a rho function in the corresponding family. The output of this function can be passed to the functions lmrobdet.control, mscale and rho.
Usage
huber(e)
Arguments
e |
the desired efficiency of the corresponding regression estimator for Gaussian errors |
Value
A length-1 vector with the corresponding tuning constant.
Author(s)
Kjell Konis
Examples
# Tuning parameters for an 85%-efficient M-estimator at a Gaussian model
huber(.95)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.