robust_weight_function Interface

interface
public function robust_weight_function(r, c) result(w)

Arguments

Type IntentOptional Attributes Name
real(kind=real64), intent(in), dimension(:) :: r

N raw response residuals y - mu, not standardized.
real(kind=real64), intent(in) :: c

Finite positive tuning cutoff in response units.

Return Value real(kind=real64),allocatable,dimension(:)

Allocated N-element vector of finite nonnegative weights. Zeros omit observations; remaining rows must identify beta.

Description

Evaluate multiplicative robust weights on raw residuals.