Scalar defining breakdown point (i.e a number in the interval [0 0.5). Please notice that the maximum achievable breakdown point is (n-p)/(2*n), and therefore the value 0.5 is reached only when the sample size goes to infinity. However, this routine assume a sample of size infinity and allows you to specify a bdp equal to 0.5.

Data Types: single|double

e.g. in regression v=1

Data Types: single|double|int32|int64

The asymptotic rejection probability of an estimator is defined as the probability in large sample under a reference distribution that a Malanobis distance excees $c_0$, where $c_0=inf \{ u_0 | w(u)=0, \forall u>u_0 \}$.

$w(u)$ is the weight function (defined in RKwei.m). In other words, given $c_0=sup(\rho(u))$,if an estimator is normed to the normal distribution ARP is $1-F_{\chi^2_v}(c_0^2)$.

The default value of ARP is 0.05.

Example: 0.04

Data Types: double