optv0: Tuning parameter for a rho function in the (asymptotic bias-)...
In msalibian/RobStatTM: Robust Statistics: Theory and Methods
optv0 R Documentation
Tuning parameter for a rho function in the (asymptotic bias-) optimal family
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,
scaleM and rho.
Usage
optv0(e)
Arguments
e
the desired efficiency of the corresponding regression
estimator for Gaussian errors
Value
A vector with named elements containing the corresponding tuning
parameters.
Author(s)
Kjell Konis
Examples
# Tuning parameters for an 85%-efficient M-estimator at a Gaussian model
optv0(.85)
msalibian/RobStatTM documentation built on Jan. 5, 2025, 2:19 a.m.
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| optv0 | R Documentation |
Tuning parameter for a rho function in the (asymptotic bias-) optimal family
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, scaleM and rho.
Usage
optv0(e)
Arguments
e |
the desired efficiency of the corresponding regression estimator for Gaussian errors |
Value
A vector with named elements containing the corresponding tuning parameters.
Author(s)
Kjell Konis
Examples
# Tuning parameters for an 85%-efficient M-estimator at a Gaussian model
optv0(.85)
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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