ASbdp

ASbdp finds the constant c associated to the supplied breakdown point for Andrew's sine function

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Syntax

Description

example

c =ASbdp(bdp, v) Find c given bdp.

Examples

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  • Find c given bdp.

    • The constant c associated to a breakdown point of 50% in regression is c=0.4495 

    c=ASbdp(0.5,1)

    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

    v — number of response variables. Scalar.

    e.g. in regression v=1 UP TO NOW v=1 (JUST REGRESSION) TO DO FOR MULTIVARIATE ANALYSIS

    Data Types: single|double|int32|int64

    Output Arguments

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    c —Requested tuning constant. Scalar

    Tuning constatnt of Andrew's sine function associated to requested breakdown point

    References

    Andrews, D.F., Bickel, P.J., Hampel, F.R., Huber, P.J., Rogers, W.H., and Tukey, J.W. (1972), "Robust Estimates of Location: Survey and Advances", Princeton Univ. Press, Princeton, NJ. [p. 203]

    Andrews, D. F. (1974). A Robust Method for Multiple Linear Regression, "Technometrics", V. 16, pp. 523-531, https://doi.org/10.1080/00401706.1974.10489233

    Riani, M., Cerioli, A. and Torti, F. (2014), On consistency factors and efficiency of robust S-estimators, "TEST", Vol. 23, pp. 356-387, http://dx.doi.org/10.1007/s11749-014-0357-7

    See Also

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