bisquare {RobStatTM}

Tuning parameter the rho loss functions

Description

This function computes the tuning constant that yields an MM-regression estimator with a desired asymptotic efficiency when computed with a rho function in the corresponding family. The output of this function can be passed to the functions lmrobdet.control, mscale and rho.

Usage

bisquare(e)

Arguments

e

the desired efficiency of the corresponding regression estimator for Gaussian errors

Value

A length-1 vector with the corresponding tuning constant.

Author(s)

Kjell Konis

Examples

# Tuning parameters for an 85%-efficient M-estimator at a Gaussian model
bisquare(.85)