The first derivative of the rho function
The first derivative of the rho function
rhoprime(u, family, cc, standardize = FALSE)
u |
point or vector at which rho is to be evaluated |
family |
family string specifying the name of the family of loss function to be used (current valid options are "bisquare", "opt" and "mopt"). |
cc |
tuning parameters to be computed according to efficiency and / or breakdown considerations. See lmrobdet.control, bisquare, mopt and opt. |
standardize |
logical value determining whether the rho function is to be standardized so that its maximum value is 1. See Mpsi. |
The value of the first derivative rho evaluated at u
Matias Salibian-Barrera, matias@stat.ubc.ca
# Evaluate the derivative of a rho function tuned for 85% efficiency rhoprime(u=1.1, family='bisquare', cc=bisquare(.85)) # Evaluate the derivative of a rho function tuned for 50% breakdown rhoprime(u=1.1, family='opt', cc=lmrobdet.control(bb=.5, family='opt')$tuning.chi)
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