PDeff

PDeff finds the constant alpha which is associated to the requested efficiency for minimum power divergence estimator

Syntax

Description

example

alpha =PDeff(eff) Find tuning constant alpha for a given efficiency.

Examples

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  • Find tuning constant alpha for a given efficiency.
  • The constant alpha associated to a nominal location efficiency of 95% in regression is alpha= 0.224515798935881

    c=PDeff(0.95);

    Input Arguments

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    eff — required efficienty. Scalar.

    Scalar which contains the required efficiency (of location or scale estimator).

    Generally eff=0.85, 0.9 or 0.95

    Data Types: single|double

    Output Arguments

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    alpha —Requested tuning constant. Scalar

    Tuning constant for minimum power divergence estimator associated to requested value of efficiency

    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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