lmRob.effvy {robust}R Documentation

Constant for the Optimal Loss (Weight) Function

Description

Returns the constant of the optimal loss (weight) function, given the asymptotic efficiency under Gaussian model.

Usage

  lmRob.effvy(eff, ipsi = 1)

Arguments

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.

Value

the constant of the optimal loss (weight) function which will give the required asymptotic efficiency.

See Also

lmRob.


[Package robust version 0.3-4 Index]