moptv0 {RobStatTM}

Tuning parameter for a rho function in the modified (asymptotic bias-) optimal family

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

moptv0(e)

Arguments

e

the desired efficiency of the corresponding regression estimator for Gaussian errors

Value

A vector with named elements containing the corresponding tuning parameters.

Author(s)

Kjell Konis

Examples

# Tuning parameters for an 85%-efficient M-estimator at a Gaussian model
moptv0(.85)