Processing math: 0%

HAbdp

HAbdp finds the constant c associated to the supplied breakdown point

expand all in page

Syntax

Description

example

ctun =HAbdp(bdp, p) Find constant c for bdp=0.5.

example

ctun =HAbdp(bdp, p, abc) Find constant c for bdp=0.5 when abc=[1.5 3.5 8].

Examples

expand all

  • Find constant c for bdp=0.5.

    • The constant c associated to a breakdown point of 50 per cent in regression is 0.198131771596856 

    c=HAbdp(0.5,1);
    disp(c);
              0.20

  • Find constant c for bdp=0.5 when abc=[1.5 3.5 8].

    • The constant c associated to a breakdown point of 50 per cent in regression is 

    c=HAbdp(0.5,1,[1.5 3.5 8]);
    disp(c);
              0.21

    Input Arguments

    expand all

    bdp — breakdown point. Scalar.

    Scalar defining breakdown point (i.e a number between 0 and 0.5)

    Data Types: single|double

    p — number of response variables. Scalar.

    e.g. in regression p=1

    Data Types: single|double|int32|int64

    Optional Arguments

    abc — parameters of Hampel estimator. Vector.

    Vector of length 3 which contains the parameters of Hampel estimator. If vector abc is not specified it is set equal to [2, 4, 8]

    Example: [1.5,3.5,8]

    Data Types: double

    Output Arguments

    expand all

    ctun —Requested tuning constant. Scalar

    Tuning constatnt of Hampel rho function associated to requested breakdown point

    More About

    expand all

    Additional Details

    Function HApsi transforms vector u as follows.

    where a= ctun *param(1).

    b= ctun *param(2).

    c= ctun *param(3).

    The default is a= 2*ctun.

    b= 4*ctun.

    c= 8*ctun.

    It is necessary to have 0 <= a <= b <= c

    References

    Hoaglin, D.C., Mosteller, F., Tukey, J.W. (1982), "Understanding Robust and Exploratory Data Analysis", Wiley, New York.

    See Also

    | |

    This page has been automatically generated by our routine publishFS