adamethods (version 1.2.1)

bisquare_function: Bisquare function

Description

This function belongs to the bisquare family of loss functions. The bisquare family can better cope with extreme outliers.

Usage

bisquare_function(resid, prob, ...)

Arguments

resid

Vector of residuals, computed from the \(m \times n\) residuals data matrix.

prob

Probability with values in [0,1].

...

Additional possible arguments.

Value

Vector of real numbers.

References

Moliner, J. and Epifanio, I., Robust multivariate and functional archetypal analysis with application to financial time series analysis, 2019. Physica A: Statistical Mechanics and its Applications 519, 195-208. https://doi.org/10.1016/j.physa.2018.12.036

Examples

# NOT RUN {
resid <- c(2.47, 11.85)  
bisquare_function(resid, 0.8)

# }