compute_wt function

Weight value from concave function

compute_wt(z, weights, cfun, s, delta=0.0001)

Arguments

• z: vector nonnegative values from dfun, e.g., u^2/2
• weights: optional numeric vector of weights.
• cfun: integer from 1-8, concave function as in irglm_fit
• s: a numeric value, see details in irglm_fit
• delta: a positive small value, see details in irglm_fit

Returns

Weight value from concave function

See Also

irglmreg

Examples

u <- seq(0, 4, by=0.01)
z <- u^2/2 ### this is dfun
res <- compute_wt(z, cfun=1, s=1)
plot(z, res, ylab="Weight", type="l", lwd=2, 
     main=expression(paste("hcave", "   (", sigma, "=1)", )))

References

Zhu Wang (2024) Unified Robust Estimation, Australian & New Zealand Journal of Statistics. 66(1):77-102.

Author(s)

Zhu Wang zwang145@uthsc.edu