psi.findc {robustbase} | R Documentation |
Find psi function tuning constant sets for "LQQ"
and "GGW"
psi (ψ) functions by specifying largest descent (minimal
slope), efficiency and or breakdown point.
.psi.ggw.findc(ms, b, eff = NA, bp = NA, subdivisions = 100L, rel.tol = .Machine$double.eps^0.25, abs.tol = rel.tol, tol = .Machine$double.eps^0.25, ms.tol = tol/64, maxiter = 1000) .psi.lqq.findc(ms, b.c, eff = NA, bp = NA, interval = c(0.1, 4), subdivisions = 100L, rel.tol = .Machine$double.eps^0.25, abs.tol = rel.tol, tol = .Machine$double.eps^0.25, maxiter = 1000)
ms |
number, the minimal slope, typically negative. |
b, b.c |
number, specifying b or b/c for |
eff |
a number (or |
bp |
a number (or |
interval |
for finding c via |
subdivisions |
passed to |
rel.tol, abs.tol |
relative and absolute tolerance for |
tol |
relative tolerance for |
ms.tol |
relative tolerance for the internal
|
maxiter |
maximal number of iterations for |
constants for "lqq"
psi functions: (b, c, s) = (b/c * c, c, s = 1 - min_slope)
Manuel Koller (original) and Martin Maechler (arguments, export, docs).
Mpsi()
etc for the psi function definitions;
.Mpsi.tuning.defaults
, etc, for tuning constants' efaults forlmrob()
.
(c.ge95 <- .psi.ggw.findc(ms = -.5, b = 1.5, eff = 0.95)) (c.ge90 <- .psi.ggw.findc(ms = -.5, b = 1.5, eff = 0.90)) (c.gb50 <- .psi.ggw.findc(ms = -.5, b = 1.5, bp = 0.50)) stopifnot(all.equal(c.ge95, c(0, 1.386362, 1.5, 1.0628199, 4.7773893), tol = 1e-5), all.equal(c.ge90, c(0, 1.0282811, 1.5, 0.87086259, 3.2075233), tol = 1e-5), all.equal(c.gb50, c(0, 0.20367394, 1.5, 0.29591308, 0.37033962),tol = 1e-5)) (cl.e.95 <- .psi.lqq.findc(ms = -.5, b.c = 1.5, eff = .95)) (cl.b.50 <- .psi.lqq.findc(ms = -.5, b.c = 1.5, bp = .50)) stopifnot(all.equal(cl.e.95, c(1.4734061, 0.98227073, 1.5), tol = 1e-5), all.equal(cl.b.50, c(0.40154568, 0.26769712, 1.5), tol = 1e-5))