robust (version 0.3-0)

lmRob.effvy: 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.