pense (version 2.5.2)

mscale_derivative: Compute the Gradient and Hessian of the M-Scale Function

Description

Compute the derivative (gradient) or the Hessian of the M-scale function evaluated at the point x.

Usage

mscale_derivative(
  x,
  bdp = 0.25,
  order = 1,
  cc,
  opts = mscale_algorithm_options()
)

Value

a vector of derivatives of the M-scale function, one per element in x.

Arguments

x

numeric values. Missing values are verbosely ignored.

bdp

desired breakdown point (between 0 and 0.5).

order

compute the gradient (order=1) or the gradient and the Hessian (order=2).

cc

cutoff value for the bisquare rho function. By default, chosen to yield a consistent estimate for the Normal distribution.

opts

a list of options for the M-scale estimation algorithm, see mscale_algorithm_options() for details.