RobStatTM (version 1.0.2)

mopt: Tuning parameter for a rho function in the modified (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, mscale and rho.

Usage

mopt(e)

Arguments

e

the desired efficiency of the corresponding regression estimator for Gaussian errors

Value

A vector with named elements containing the corresponding tuning parameters.

Examples

# NOT RUN {
# Tuning parameters for an 85%-efficient M-estimator at a Gaussian model
mopt(.85)

# }

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