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This function returns the value of the "rho" loss function used to compute either an M-scale estimator or a robust regression estimator. It currently can be used to compute the bisquare, optimal and modified optimal loss functions.
rho(u, family = " bisquare", cc, standardize = TRUE)The value(s) of rho at u
point or vector at which rho is to be evaluated
family string specifying the name of the family of loss function to be used (current valid options are "bisquare", "opt" and "mopt").
tuning parameters to be computed according to efficiency and / or breakdown considerations. See lmrobdet.control, bisquare, mopt and opt.
logical value determining whether the rho function is to be
standardized so that its maximum value is 1. See Mpsi.
Matias Salibian-Barrera, matias@stat.ubc.ca
# Evaluate rho tuned for 85% efficiency
rho(u=1.1, family='bisquare', cc=bisquare(.85))
# Evaluate rho tuned for 50% breakdown
rho(u=1.1, family='opt', cc=lmrobdet.control(bb=.5, family='opt')$tuning.chi)
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