opt: 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
opt(e)
Value
A vector with named elements containing the corresponding tuning
parameters.
Arguments
e
the desired efficiency of the corresponding regression
estimator for Gaussian errors