Extract (relative) robustness weights of a Huber M-estimate of location and scatter.
# S3 method for covHuber
weights(object, type = c("consistent", "relative"), ...)an object inheriting from class "covHuber"
containing Huber M-estimates of location and scatter.
a character string specifying the type of robustness weights to
be extracted. Possible values are "consistent" and
"relative". The former can be used for a robust transformation of
the data such that the covariance matrix of the transformed data is Fisher
consistent. Observations that are not downweighted in general receive a
weight larger than 1. The latter are useful for interpretation, as
observations that are not downweighted receive a relative weight of 1.
additional arguments are currently ignored.
A numeric vetor containing the requested robustness weights.
Zu, J. and Yuan, K.-H. (2010) Local influence and robust procedures for mediation analysis. Multivariate Behavioral Research, 45(1), 1--44.