PDbdp

PDbdp finds the constant alpha associated to the supplied breakdown point for minimum power divergence estimator

Syntax

Description

example

alpha =PDbdp(bdp) Find alpha given bdp.

Examples

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  • Find alpha given bdp.
  • The constant alpha associated to a breakdown point of 50% in regression is alpha=1.040816326530613

    alpha=PDbdp(0.3)

    Input Arguments

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    bdp — breakdown point. Scalar.

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

    Data Types: single|double

    Output Arguments

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    alpha —Requested tuning constant. Scalar

    Tuning constatnt of minimum power divergence estimator associated to requested breakdown point

    References

    Riani, M. Atkinson, A.C., Corbellini A. and Perrotta A. (2020), Robust Regression with Density Power Divergence: Theory, Comparisons and Data Analysis, submitted.

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