HUc

HUc computes breakdown point and efficiency associated with constant c for Huber link

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Syntax

Description

example

bdp =HUc(c, v) HUc with just one output argument.

example

[bdp, eff] =HUc(___) HUc with 2 output arguments.

Examples

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  • HUc with just one output argument.

    • [bdp]=HUc(2,1);
disp('Break down point')
disp(bdp)

  • HUc with 2 output arguments.

    • [bdp,eff]=HUc(2,1)
disp('Break down point and efficiency')
disp(bdp)
disp(eff)

    Related Examples

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  • Breakdown point and efficiency.

    • Analysis of breakdown point and asymptotic efficiency at the normal distribution as a function of c in regression. 

    c=0:0.01:6;
[bdp,eff]=HUc(c,1);
subplot(2,1,1)
plot(c,bdp,'LineWidth',2)
xlabel('c','Interpreter','Latex','FontSize',16)
ylabel('Breakdown point','Interpreter','none')
subplot(2,1,2)
plot(c,eff,'LineWidth',2)
xlabel('c','Interpreter','Latex','FontSize',16)
ylabel('Asymptotic efficiency','Interpreter','none')

    Input Arguments

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    c — tuning constant c. Scalar or vector.

    greater than 0 which controls the robustness/efficiency of the estimator

    Data Types: single| double

    v — number of response variables. Scalar.

    Number of variables of the dataset (for regression v=1) Now it is implemented just for v=1

    Data Types: single| double

    Output Arguments

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    bdp —breakdown point. Breakdown point associated to the supplied value(s) of c

    bdp has the same dimension of c.

    eff —asymptocic efficiency. Efficiency associated to the supplied value(s) of c

    eff has the same dimension of c.

    References

    Huber, P.J. (1981), "Robust Statistics", Wiley.

    Huber, P.J. and Ronchetti, E.M. (2009), "Robust Statistics, 2nd Edition", Wiley.

    See Also

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