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mpath (version 0.4-2.21)

update_wt: Compute weight value

Description

Compute weight value

Usage

update_wt(y, ypre, weights, cfun, s, dfun, delta=0.0001)

Arguments

y

input value of response variable

ypre

predicted value of response variable

weights

optional numeric vector of weights.

cfun

integer from 1-8, concave function as in ccglm_fit

dfun

integer value, convex function as in ccglm_fit

s

a numeric value, see details in ccglm_fit

delta

a positive small value, see details in ccglm_fit

Value

Weight value

References

Zhu Wang (2020) Unified Robust Estimation via the COCO, arXiv e-prints, https://arxiv.org/abs/2010.02848

See Also

compute_wt