varrho {robust2sls}

Calculate varrho coefficients

Description

varrho calculates the coefficients for the asymptotic variance of the gauge (false outlier detection rate) for a specific iteration m >= 1.

Usage

varrho(sign_level, ref_dist = c("normal"), iteration)

Arguments

sign_level

A numeric value between 0 and 1 that determines the cutoff in the reference distribution against which observations are judged as outliers or not.

ref_dist

A character vector that specifies the reference distribution against which observations are classified as outliers. "normal" refers to the normal distribution.

iteration

An integer >= 1 that specifies the iteration of the outlier detection algorithm.

Value

varrho returns a list with four components, all of which are lists themselves. $setting stores the arguments with which the function was called. $c stores the values of the six different coefficients for the specified iteration. $fp contains the fixed point versions of the six coefficients. $aux stores intermediate values required for calculating the coefficients.