tukey_biweight_rho Function

public pure elemental function tukey_biweight_rho(u, k) result(rst)

Computes Tukey's biweight rho loss for a standardized residual. The positive tuning constant k defaults to 4.685. $$\rho(u) = \begin{cases} \frac{k^2}{6} \left\{1 - \left[1 - \left(\frac{u}{k}\right)^2\right]^3\right\}, & |u| \le k, \\ \frac{k^2}{6}, & |u| > k. \end{cases}$$

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in)			::	u	The standardized residual.
real(kind=real64),	intent(in),	optional		::	k	The positive cutoff/tuning constant; defaults to 4.685.

Return Value real(kind=real64)

The loss value rho(u).