HAeff finds the tuning constant that guarrantees a requested asymptotic efficiency
ceff=HAeff(eff,v)
ceff=HAeff(eff,v,abc)
example
ceff =HAeff(eff, v) Find c for fixed efficiency.
ceff =HAeff(eff, v)
ceff
eff
v
ceff =HAeff(eff, v, abc) Example where three input parameters are supplied.
ceff =HAeff(eff, v, abc)
abc
expand all
The constant c associated to a nominal location efficiency of 95% in regression is c = 0.690998716841394
c=HAeff(0.95,1)
Find constant c associated to a nominal location efficiency of 95 per cent in regression when tun=[1.5,3.5,8].
tun=[1.5,3,8];c=HAeff(0.95,1,tun);
Scalar which contains the required efficiency (of location or scale estimator).
Generally eff=0.85, 0.9 or 0.95.
Data Types: single| double
single| double
Number of variables of the dataset (for regression v=1) UP TO NOW v=1 (JUST REGRESSION) TO DO FOR MULTIVARIATE ANALYSIS
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]
[1.5,3.5,8]
Data Types: double
double
Tuning constatnt of Hampel rho function associated to requested value of efficiency
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.
Parameter ctun multiplies parameters (a,b,c) of Hampel estimator.
Hoaglin, D.C., Mosteller, F., Tukey, J.W. (1982), "Understanding Robust and Exploratory Data Analysis", Wiley, New York.
TBeff | HYPeff | OPTeff | RKeff | HUeff
TBeff
HYPeff
OPTeff
RKeff
HUeff