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

Generally eff=0.85, 0.9 or 0.95

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