
Last chance! 50% off unlimited learning
Sale ends in
The second derivative of the rho function
rhoprime2(u, family, cc, standardize = FALSE)
The value of the second derivative of rho
evaluated 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 the 2nd derivative of a rho function tuned for 85% efficiency
rhoprime2(u=1.1, family='bisquare', cc=bisquare(.85))
# Evaluate the 2nd derivative of a rho function tuned for 50% breakdown
rhoprime2(u=1.1, family='opt', cc=lmrobdet.control(bb=.5, family='opt')$tuning.chi)
Run the code above in your browser using DataLab