compute_wt: Weight value from concave function
In zhuwang46/mpath: Regularized Linear Models

compute_wt

R Documentation

Weight value from concave function

Description

Weight value from concave function

Usage

compute_wt(z, weights, cfun, s, delta=0.0001)

Arguments

`z`	vector nonnegative values from `dfun`, e.g., u^2/2
`weights`	optional numeric vector of weights.
`cfun`	integer from 1-8, concave function as in `ccglm_fit`
`s`	a numeric value, see details in `ccglm_fit`
`delta`	a positive small value, see details in `ccglm_fit`

Value

Weight value from concave function

Author(s)

Zhu Wang <wangz1@uthscsa.edu>

References

Zhu Wang (2020) Unified Robust Estimation, arXiv e-prints, https://arxiv.org/abs/2010.02848

Examples

u <- seq(0, 4, by=0.01)
z <- u^2/2 ### this is dfun
res <- compute_wt(z, cfun=1, s=1)
plot(z, res, ylab="Weight", type="l", lwd=2, 
     main=expression(paste("hcave", "   (", sigma, "=1)", )))

zhuwang46/mpath documentation built on March 21, 2022, 4:27 a.m.