lmRob.effvy {robust} | R Documentation |
Returns the constant of the optimal loss (weight) function, given the asymptotic efficiency under Gaussian model.
lmRob.effvy(eff, ipsi = 1)
eff |
a numeric value between 0 and 1 specifying the desired asymptotic efficiency. |
ipsi |
choose your weight function: ipsi = 1 for optimal function, ipsi = 2 for rescaled bisquare function, and ipsi = 3 for Huber function. |
the constant of the optimal loss (weight) function which will give the required asymptotic efficiency.