Constant for the Optimal Loss (Weight) Function
DESCRIPTION:
Returns the constant of the optimal loss (weight) function, given the
asymptotic efficiency under Gaussian model.
USAGE:
lmRob.effvy(eff)
REQUIRED ARGUMENTS:
- eff
-
the asymptotic efficiency required.
VALUE:
the constant of the optimal loss (weight) function which will give the
required asymptotic efficiency.
SEE ALSO:
.